The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAC HOLDINGS INC COM 000307108 89 9,900 SH   SOLE   9,900 0 0
AAON INC COM 000360206 15 420 SH   SOLE   420 0 0
AAR CORP COM 000361105 201 5,120 SH   SOLE   5,120 0 0
ACCO BRANDS CORP COM 00081T108 245 20,120 SH   SOLE   20,120 0 0
ABM INDS INC COM 000957100 390 10,349 SH   SOLE   10,349 0 0
AFLAC INC COM 001055102 14,693 167,380 SH   SOLE   167,380 0 0
AGCO CORP COM 001084102 2,577 36,076 SH   SOLE   36,076 0 0
AGNC INVT CORP COM 00123Q104 1,163 57,600 SH   SOLE   57,600 0 0
AES CORP/VA COM 00130H105 6,058 559,376 SH   SOLE   559,376 0 0
AK STEEL HOLDING CORP COM 001547108 14 2,530 SH   SOLE   2,530 0 0
AMC NETWORKS INC COM 00164V103 480 8,882 SH   SOLE   8,882 0 0
AMC ENTERTAINMENT HOLDINGS INC COM 00165C104 497 32,920 SH   SOLE   32,920 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 18 360 SH   SOLE   360 0 0
ANI PHARMACEUTICALS INC COM 00182C103 200 3,110 SH   SOLE   3,110 0 0
AT&T INC COM 00206R102 100,405 2,582,426 SH   OTR 1 2,582,224 0 202
ATN INTERNATIONAL INC COM 00215F107 188 3,400 SH   SOLE   3,400 0 0
AVX CORP COM 002444107 10 600 SH   SOLE   600 0 0
AZZ INC COM 002474104 1,544 30,210 SH   SOLE   30,210 0 0
AARONS INC COM 002535300 943 23,673 SH   SOLE   23,673 0 0
ABAXIS INC COM 002567105 832 16,800 SH   SOLE   16,800 0 0
ABBOTT LABORATORIES COM 002824100 38,656 677,357 SH   OTR 1 677,199 0 158
ABBVIE INC COM 00287Y109 53,351 551,664 SH   SOLE   551,664 0 0
ABERCROMBIE & FITCH CO COM 002896207 777 44,600 SH   SOLE   44,600 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 42 1,400 SH   SOLE   1,400 0 0
ACADIA REALTY TRUST COM 004239109 632 23,100 SH   SOLE   23,100 0 0
ACCELERON PHARMA INC COM 00434H108 15 360 SH   SOLE   360 0 0
ACI WORLDWIDE INC COM 004498101 1,866 82,290 SH   SOLE   82,290 0 0
ACTIVISION BLIZZARD INC COM 00507V109 6,657 105,192 SH   OTR 1 104,900 0 292
ACTUANT CORP COM 00508X203 423 16,730 SH   SOLE   16,730 0 0
ACUITY BRANDS INC COM 00508Y102 2,605 14,800 SH   SOLE   14,800 0 0
ACTUA CORP COM 005094107 15 980 SH   SOLE   980 0 0
ACXIOM CORP COM 005125109 64 2,320 SH   SOLE   2,320 0 0
ADOBE SYS INC COM 00724F101 32,621 186,149 SH   SOLE   186,149 0 0
ADTRAN INC COM 00738A106 10 530 SH   SOLE   530 0 0
ADURO BIOTECH INC COM 00739L101 183 24,420 SH   SOLE   24,420 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,010 20,164 SH   SOLE   20,164 0 0
ADVAXIS INC COM 007624208 3 900 SH   SOLE   900 0 0
AECOM COM 00766T100 2,220 59,749 SH   SOLE   59,749 0 0
AEGION CORP COM 00770F104 22 850 SH   SOLE   850 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 16 260 SH   SOLE   260 0 0
ADVANSIX INC COM 00773T101 279 6,637 SH   SOLE   6,637 0 0
AEROJET ROCKETDYNE HOLDINGS IN COM 007800105 17 530 SH   SOLE   530 0 0
ADVANCED MICRO DEVICES INC COM 007903107 833 81,000 SH   SOLE   81,000 0 0
ADVANCED ENERGY INDUSTRIES INC COM 007973100 997 14,780 SH   SOLE   14,780 0 0
AETNA INC COM 00817Y108 25,203 139,713 SH   SOLE   139,713 0 0
AFFILIATED MANAGERS GROUP COM 008252108 4,271 20,810 SH   SOLE   20,810 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,244 108,167 SH   SOLE   108,167 0 0
AGREE REALTY CORP COM 008492100 21 410 SH   SOLE   410 0 0
AGRIUM INC COM 008916108 12 111 SH   OTR 1 0 0 111
AIR PRODUCTS & CHEMICALS INC COM 009158106 12,158 74,095 SH   SOLE   74,095 0 0
AIR TRANSPORT SERVICES GROUP I COM 00922R105 11 490 SH   SOLE   490 0 0
AKAMAI TECHNOLOGIES COM 00971T101 5,329 81,950 SH   OTR 1 81,765 0 185
ALASKA AIR GROUP INC COM 011659109 2,020 27,475 SH   SOLE   27,475 0 0
ALBANY INTL COM 012348108 13 210 SH   SOLE   210 0 0
ALBEMARLE CORP COM 012653101 7,459 58,320 SH   SOLE   58,320 0 0
ALCOA CORP COM 013872106 843 15,653 SH   SOLE   15,653 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 10 870 SH   SOLE   870 0 0
ALEXANDER & BALDWIN INC COM 014491104 1,025 36,940 SH   SOLE   36,940 0 0
ALEXANDRIA REAL ESTATE EQUITIE COM 015271109 1,310 10,029 SH   SOLE   10,029 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,009 25,165 SH   SOLE   25,165 0 0
ALIGN TECHNOLOGY INC COM 016255101 7,705 34,679 SH   SOLE   34,679 0 0
ALLEGHANY CORP COM 017175100 2,902 4,869 SH   SOLE   4,869 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 91 3,780 SH   SOLE   3,780 0 0
ALLEGIANT TRAVEL CO COM 01748X102 669 4,320 SH   SOLE   4,320 0 0
ALLETE INC COM 018522300 6,514 87,603 SH   SOLE   87,603 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5,405 21,324 SH   SOLE   21,324 0 0
ALLIANT ENERGY CORP COM 018802108 12,436 291,850 SH   SOLE   291,850 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC COM 01988P108 218 15,000 SH   SOLE   15,000 0 0
ALLSTATE CORP/THE COM 020002101 19,567 186,865 SH   SOLE   186,865 0 0
ALLY FINANCIAL INC COM 02005N100 2,136 73,267 SH   SOLE   73,267 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 915 7,200 SH   SOLE   7,200 0 0
ALPHABET INC-CL C COM 02079K107 102,395 97,861 SH   OTR 1 97,827 0 34
ALPHABET INC-CL A COM 02079K305 139,606 132,751 SH   OTR 1 132,718 0 33
ALTABA INC COM 021346101 10,122 144,906 SH   SOLE   144,906 0 0
ALTISOURCE RESIDENTIAL CORP COM 02153W100 13 1,090 SH   SOLE   1,090 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 17 330 SH   SOLE   330 0 0
ALTRIA GROUP INC COM 02209S103 45,873 642,388 SH   SOLE   642,388 0 0
AMAZON.COM INC COM 023135106 125,022 106,906 SH   OTR 1 106,900 0 6
AMBAC FINANCIAL GROUP INC COM 023139884 294 18,400 SH   SOLE   18,400 0 0
AMEDISYS INC COM 023436108 799 15,150 SH   SOLE   15,150 0 0
AMERCO COM 023586100 385 1,019 SH   OTR 1 1,000 0 19
AMEREN CORP COM 023608102 4,935 83,655 SH   SOLE   83,655 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 6,800 130,695 SH   SOLE   130,695 0 0
AMERICAN ASSETS TRUST INC COM 024013104 18 460 SH   SOLE   460 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 170 10,000 SH   SOLE   10,000 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 923 22,500 SH   SOLE   22,500 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 4,857 66,025 SH   SOLE   66,025 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 494 26,300 SH   SOLE   26,300 0 0
AMERICAN EQUITY INVESTMENT LIF COM 025676206 16 530 SH   SOLE   530 0 0
AMERICAN EXPRESS CO COM 025816109 36,226 364,793 SH   OTR 1 364,710 0 83
AMERICAN FINL GROUP INC COM 025932104 9,853 90,780 SH   SOLE   90,780 0 0
AMERICAN HOMES 4 RENT COM 02665T306 972 44,500 SH   SOLE   44,500 0 0
AMERICAN INTL GROUP INC COM 026874784 18,312 307,350 SH   OTR 1 307,262 0 88
AMERICAN NATL INS CO COM 028591105 898 7,000 SH   SOLE   7,000 0 0
AMERICAN RENAL ASSOCIATES HOLD COM 029227105 7 410 SH   SOLE   410 0 0
AMERICAN STATES WATER CO COM 029899101 58 1,000 SH   SOLE   1,000 0 0
AMERICAN TOWER CORP COM 03027X100 30,848 216,781 SH   SOLE   216,781 0 0
AMERICAN WATER WORKS CO INC COM 030420103 1,436 15,700 SH   SOLE   15,700 0 0
AMERISAFE INC COM 03071H100 881 14,300 SH   SOLE   14,300 0 0
AMERISOURCEBERGEN CORP COM 03073E105 9,934 108,191 SH   SOLE   108,191 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 10,343 61,032 SH   SOLE   61,032 0 0
AMERIS BANCORP COM 03076K108 1,099 22,800 SH   SOLE   22,800 0 0
AMETEK INC COM 031100100 5,428 74,900 SH   SOLE   74,900 0 0
AMGEN INC COM 031162100 55,486 319,070 SH   OTR 1 319,038 0 32
AMICUS THERAPEUTICS INC COM 03152W109 24 1,660 SH   SOLE   1,660 0 0
AMPHENOL CORP COM 032095101 13,454 153,240 SH   SOLE   153,240 0 0
AMTRUST FINANCIAL SERVICES COM 032359309 296 29,360 SH   SOLE   29,360 0 0
ANADARKO PETROLEUM CORP COM 032511107 11,260 209,925 SH   SOLE   209,925 0 0
ANALOG DEVICES INC COM 032654105 13,938 156,557 SH   SOLE   156,557 0 0
ANALOGIC CORP COM 032657207 453 5,410 SH   SOLE   5,410 0 0
ANDEAVOR COM 03349M105 8,140 71,194 SH   SOLE   71,194 0 0
ANDERSONS INC COM 034164103 974 31,260 SH   SOLE   31,260 0 0
ANIKA THERAPEUTICS INC COM 035255108 308 5,710 SH   SOLE   5,710 0 0
ANIXTER INTL INC COM 035290105 1,826 24,020 SH   SOLE   24,020 0 0
ANNALY CAPITAL MANAGEMENT INC COM 035710409 270 22,700 SH   SOLE   22,700 0 0
ANSYS INC COM 03662Q105 7,064 47,860 SH   SOLE   47,860 0 0
ANTERO RESOURCES CORP COM 03674X106 200 10,500 SH   SOLE   10,500 0 0
ANTHEM INC COM 036752103 28,704 127,567 SH   SOLE   127,567 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 236 43,300 SH   SOLE   43,300 0 0
APACHE CORP COM 037411105 3,431 81,213 SH   OTR 1 81,001 0 212
APARTMENT INVT & MGMT CL A COM 03748R101 3,366 77,004 SH   SOLE   77,004 0 0
APOGEE ENTERPRISES INC COM 037598109 236 5,160 SH   SOLE   5,160 0 0
APOLLO COMMERCIAL REAL ESTATE COM 03762U105 528 28,600 SH   SOLE   28,600 0 0
APPLE INC COM 037833100 309,275 1,827,653 SH   OTR 1 1,827,222 0 431
APPLE HOSPITALITY REIT INC COM 03784Y200 393 20,050 SH   SOLE   20,050 0 0
APPLIED INDUSTIRAL TECH INC COM 03820C105 1,221 17,930 SH   SOLE   17,930 0 0
APPLIED MATERIALS INC COM 038222105 23,607 461,793 SH   SOLE   461,793 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 11 300 SH   SOLE   300 0 0
AQUA AMERICA INC COM 03836W103 2,085 53,150 SH   SOLE   53,150 0 0
ARAMARK COM 03852U106 299 7,000 SH   SOLE   7,000 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 6,937 173,052 SH   OTR 1 172,928 0 124
ARCHROCK INC COM 03957W106 9 850 SH   SOLE   850 0 0
ARCONIC INC COM 03965L100 1,200 44,049 SH   SOLE   44,049 0 0
ARGAN INC COM 04010E109 5 110 SH   SOLE   110 0 0
ARES COMMERCIAL REAL ESTATE CO COM 04013V108 80 6,180 SH   SOLE   6,180 0 0
ARISTA NETWORKS INC COM 040413106 1,362 5,790 SH   OTR 1 5,745 0 45
ARLINGTON ASSET INVESTMENT CORP COM 041356205 31 2,600 SH   SOLE   2,600 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315507 1,067 41,470 SH   SOLE   41,470 0 0
ARRAY BIOPHARMA INC COM 04269X105 2,336 182,500 SH   SOLE   182,500 0 0
ARROW ELECTRONICS INC COM 042735100 3,540 44,020 SH   SOLE   44,020 0 0
ARROW FINANCIAL CORP COM 042744102 19 566 SH   SOLE   566 0 0
ARTISAN PARTNERS ASSET MANAGEMENT COM 04316A108 1,307 33,100 SH   SOLE   33,100 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 10 160 SH   SOLE   160 0 0
ASHFORD HOSPITALITY TRUST COM 044103109 592 88,000 SH   SOLE   88,000 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 3,126 43,910 SH   SOLE   43,910 0 0
ASPEN TECHNOLOGY INC COM 045327103 55 830 SH   SOLE   830 0 0
ASSOCIATED BANC CORP COM 045487105 241 9,500 SH   SOLE   9,500 0 0
ASSOCIATED CAPITAL GROUP INC COM 045528106 113 3,300 SH   SOLE   3,300 0 0
ASSURANT INC COM 04621X108 3,076 30,500 SH   SOLE   30,500 0 0
ASTEC INDUSTRIES INC COM 046224101 308 5,260 SH   SOLE   5,260 0 0
ATLAS AIR WORLDWIDE HOLDINGS I COM 049164205 188 3,210 SH   SOLE   3,210 0 0
ATMOS ENERGY CORP COM 049560105 4,507 52,470 SH   SOLE   52,470 0 0
ATRICURE INC COM 04963C209 10 530 SH   SOLE   530 0 0
AUTODESK INC COM 052769106 4,696 44,799 SH   SOLE   44,799 0 0
AUTOLIV INC COM 052800109 1,760 13,847 SH   SOLE   13,847 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 23,576 201,178 SH   SOLE   201,178 0 0
AUTONATION INC COM 05329W102 1,485 28,922 SH   SOLE   28,922 0 0
AUTOZONE INC COM 053332102 5,231 7,353 SH   OTR 1 7,317 0 36
AVALONBAY COMMUNITIES INC COM 053484101 10,979 61,538 SH   SOLE   61,538 0 0
AVANGRID INC COM 05351W103 286 5,650 SH   SOLE   5,650 0 0
AVERY DENNISON CORP COM 053611109 3,364 29,285 SH   SOLE   29,285 0 0
AVEXIS INC COM 05366U100 22 200 SH   SOLE   200 0 0
AVISTA CORP COM 05379B107 4,297 83,450 SH   SOLE   83,450 0 0
AVNET INC COM 053807103 2,933 74,030 SH   SOLE   74,030 0 0
AXON ENTERPRISE INC COM 05464C101 10 370 SH   SOLE   370 0 0
BB&T CORP COM 054937107 15,756 316,904 SH   SOLE   316,904 0 0
B&G FOODS INC COM 05508R106 2,110 60,020 SH   SOLE   60,020 0 0
BGC PARTNERS INC COM 05541T101 259 17,150 SH   SOLE   17,150 0 0
BOK FINANCIAL CORPORATION COM 05561Q201 778 8,429 SH   SOLE   8,429 0 0
BOFI HOLDING INC COM 05566U108 329 11,000 SH   SOLE   11,000 0 0
BWX TECHNOLOGIES INC COM 05605H100 475 7,860 SH   SOLE   7,860 0 0
BAKER HUGHES A GE CO COM 05722G100 1,570 49,613 SH   SOLE   49,613 0 0
BALCHEM CORP COM 057665200 98 1,210 SH   SOLE   1,210 0 0
BALDWIN & LYONS INC COM 057755209 10 420 SH   SOLE   420 0 0
BALL CORP COM 058498106 4,581 121,026 SH   SOLE   121,026 0 0
BANCORPSOUTH BANK COM 05971J102 822 26,140 SH   SOLE   26,140 0 0
BANC OF CALIFORNIA INC COM 05990K106 13 620 SH   SOLE   620 0 0
BANK OF AMERICA CORP COM 060505104 104,677 3,546,169 SH   OTR 1 3,545,242 0 927
BANK OF HAWAII CORP COM 062540109 1,037 12,100 SH   SOLE   12,100 0 0
BANK MUTUAL CORP COM 063750103 22 2,100 SH   SOLE   2,100 0 0
BANK OF THE OZARKS COM 063904106 2,108 43,500 SH   SOLE   43,500 0 0
THE BANK OF NEW YORK MELLON CORP COM 064058100 2,745 50,975 SH   OTR 1 50,900 0 75
BANKUNITED INC COM 06652K103 297 7,300 SH   SOLE   7,300 0 0
BANNER CORPORATION COM 06652V208 373 6,770 SH   SOLE   6,770 0 0
BARNES & NOBLE INC COM 067774109 507 75,700 SH   SOLE   75,700 0 0
BARNES & NOBLE EDUCATION INC COM 06777U101 9 1,050 SH   SOLE   1,050 0 0
BARNES GROUP INC COM 067806109 13 210 SH   SOLE   210 0 0
BAXTER INTERNATIONAL INC COM 071813109 10,948 169,363 SH   SOLE   169,363 0 0
BEACON ROOFING SUPPLY INC COM 073685109 28 440 SH   SOLE   440 0 0
BEAZER HOMES USA INC COM 07556Q881 1,408 73,300 SH   SOLE   73,300 0 0
BECTON DICKINSON AND CO COM 075887109 23,004 107,472 SH   OTR 1 107,439 0 33
BED BATH & BEYOND INC COM 075896100 323 14,700 SH   SOLE   14,700 0 0
BELDEN INC COM 077454106 1,459 18,910 SH   SOLE   18,910 0 0
BEMIS CO INC COM 081437105 229 4,800 SH   SOLE   4,800 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 1,741 59,845 SH   SOLE   59,845 0 0
WR BERKLEY CORP COM 084423102 4,141 57,800 SH   SOLE   57,800 0 0
BERKSHIRE HATHAWAY INC CL B COM 084670702 50,927 256,955 SH   OTR 1 256,725 0 230
BERRY GLOBAL GROUP INC COM 08579W103 598 10,200 SH   SOLE   10,200 0 0
BEST BUY CO INC COM 086516101 4,953 72,345 SH   SOLE   72,345 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 137 18,000 SH   SOLE   18,000 0 0
BIG LOTS INC COM 089302103 745 13,270 SH   SOLE   13,270 0 0
BIGLARI HOLDINGS INC COM 08986R101 155 375 SH   SOLE   375 0 0
BIO-RAD LABORATORIES INC COM 090572207 50 210 SH   SOLE   210 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 960 10,770 SH   SOLE   10,770 0 0
BIOGEN INC COM 09062X103 28,335 88,943 SH   SOLE   88,943 0 0
BIOTELEMETRY INC COM 090672106 13 450 SH   SOLE   450 0 0
BIO-TECHNE CORP COM 09073M104 2,312 17,850 SH   SOLE   17,850 0 0
BIOVERATIV INC COM 09075E100 2,741 50,843 SH   SOLE   50,843 0 0
BJ'S RESTAURANTS INC COM 09180C106 13 360 SH   SOLE   360 0 0
BLACK HILLS CORP COM 092113109 4,068 67,670 SH   SOLE   67,670 0 0
BLACK KNIGHT INC COM 09215C105 936 21,194 SH   SOLE   21,194 0 0
BLACKBAUD INC COM 09227Q100 2,591 27,420 SH   SOLE   27,420 0 0
BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 13 370 SH   SOLE   370 0 0
BLACKROCK INC COM 09247X101 21,040 40,960 SH   OTR 1 40,945 0 15
H&R BLOCK INC COM 093671105 3,549 135,357 SH   SOLE   135,357 0 0
BLOOMIN' BRANDS INC COM 094235108 14 640 SH   SOLE   640 0 0
BLUEBIRD BIO INC COM 09609G100 52 290 SH   SOLE   290 0 0
BLUEROCK RESIDENTIAL GROWTH RE COM 09627J102 261 25,800 SH   SOLE   25,800 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 23 300 SH   SOLE   300 0 0
BOB EVANS FARMS COM 096761101 1,348 17,100 SH   SOLE   17,100 0 0
BOEING CO/THE COM 097023105 64,552 218,937 SH   OTR 1 218,806 0 131
BOISE CASCADE CO COM 09739D100 299 7,500 SH   SOLE   7,500 0 0
BOOT BARN HOLDINGS INC COM 099406100 8 460 SH   SOLE   460 0 0
BOOZ ALLEN HAMILTON HOLDING COM 099502106 301 7,900 SH   SOLE   7,900 0 0
BORGWARNER INC COM 099724106 5,745 112,452 SH   SOLE   112,452 0 0
BOSTON BEER CO INC/THE COM 100557107 554 2,900 SH   SOLE   2,900 0 0
BOSTON PRIVATE FINL HOLDINGS COM 101119105 952 61,600 SH   SOLE   61,600 0 0
BOSTON PROPERTIES INC COM 101121101 6,905 53,106 SH   SOLE   53,106 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,769 192,390 SH   SOLE   192,390 0 0
BOTTOMLINE TECHNOLOGIES DE INC COM 101388106 22 620 SH   SOLE   620 0 0
BOYD GAMING CORP COM 103304101 954 27,220 SH   SOLE   27,220 0 0
BRADY CORPORATION -CL A COM 104674106 1,102 29,070 SH   SOLE   29,070 0 0
BRANDYWINE REALTY TRUST COM 105368203 227 12,500 SH   SOLE   12,500 0 0
BRIGGS & STRATTON CORP COM 109043109 1,479 58,280 SH   SOLE   58,280 0 0
BRIGHTHOUSE FINANCIAL INC COM 10922N103 1,370 23,356 SH   OTR 1 23,348 0 8
BRINKER INTERNATIONAL INC COM 109641100 1,742 44,850 SH   SOLE   44,850 0 0
BRINKS CO/THE COM 109696104 157 1,990 SH   SOLE   1,990 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 37,262 608,058 SH   SOLE   608,058 0 0
BRISTOW GROUP INC COM 110394103 8 580 SH   SOLE   580 0 0
BRITISH AMERICAN TOBACCO PLC COM 110448107 6 87 SH   OTR 1 0 0 87
BRIXMOR PROPERTY GROUP INC COM 11120U105 574 30,761 SH   SOLE   30,761 0 0
BROADSOFT INC COM 11133B409 20 370 SH   SOLE   370 0 0
BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 5,195 57,355 SH   SOLE   57,355 0 0
BROOKLINE BANCORP INC COM 11373M107 13 800 SH   SOLE   800 0 0
BROOKS AUTOMATION INC COM 114340102 947 39,704 SH   SOLE   39,704 0 0
BROWN & BROWN INC COM 115236101 2,882 56,000 SH   SOLE   56,000 0 0
BROWN-FORMAN CORP COM 115637209 7,282 106,043 SH   SOLE   106,043 0 0
BRUNSWICK CORP/DE COM 117043109 1,441 26,100 SH   SOLE   26,100 0 0
BRYN MAWR BANK CORP COM 117665109 13 300 SH   SOLE   300 0 0
THE BUCKLE INC COM 118440106 1,332 56,100 SH   SOLE   56,100 0 0
BUFFALO WILD WINGS INC COM 119848109 987 6,310 SH   SOLE   6,310 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 21 980 SH   SOLE   980 0 0
BURLINGTON STORES INC COM 122017106 431 3,500 SH   SOLE   3,500 0 0
CAI INTERNATIONAL INC COM 12477X106 12 420 SH   SOLE   420 0 0
CBL & ASSOCIATES PROPERTIES IN COM 124830100 561 99,110 SH   SOLE   99,110 0 0
CBS CORP COM 124857202 7,515 127,374 SH   SOLE   127,374 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 623 5,000 SH   SOLE   5,000 0 0
CBRE GROUP INC COM 12504L109 3,734 86,215 SH   SOLE   86,215 0 0
CDK GLOBAL INC COM 12508E101 3,725 52,252 SH   SOLE   52,252 0 0
CECO ENVIRONMENTAL CORP COM 125141101 5 900 SH   SOLE   900 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 2,813 66,125 SH   SOLE   66,125 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 1,711 19,202 SH   SOLE   19,202 0 0
CIGNA CORP COM 125509109 22,524 110,907 SH   SOLE   110,907 0 0
CIT GROUP INC COM 125581801 25 500 SH   SOLE   500 0 0
CME GROUP INC COM 12572Q105 17,711 121,269 SH   OTR 1 121,250 0 19
CMS ENERGY CORP COM 125896100 14,784 312,568 SH   SOLE   312,568 0 0
CNA FINL CORP COM 126117100 2,374 44,750 SH   SOLE   44,750 0 0
CNO FINANCIAL GROUP INC COM 12621E103 1,186 48,050 SH   SOLE   48,050 0 0
CSG SYSTEMS INTERNATIONAL INC COM 126349109 793 18,090 SH   SOLE   18,090 0 0
CSX CORP COM 126408103 24,526 445,840 SH   SOLE   445,840 0 0
CTS CORP COM 126501105 515 20,000 SH   SOLE   20,000 0 0
CSRA INC COM 12650T104 689 23,022 SH   SOLE   23,022 0 0
CVB FINANCIAL CORP COM 126600105 615 26,120 SH   SOLE   26,120 0 0
CVR ENERGY INC COM 12662P108 853 22,900 SH   SOLE   22,900 0 0
CVS HEALTH CORP COM 126650100 32,432 447,315 SH   OTR 1 446,906 0 409
CYS INVESTMENTS INC COM 12673A108 516 64,200 SH   SOLE   64,200 0 0
CA INC COM 12673P105 5,874 176,490 SH   SOLE   176,490 0 0
CABOT CORP COM 127055101 564 9,160 SH   SOLE   9,160 0 0
CABOT OIL & GAS CORP COM 127097103 4,939 172,703 SH   SOLE   172,703 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 997 10,600 SH   SOLE   10,600 0 0
CACI INTERNATIONAL INC COM 127190304 1,129 8,530 SH   SOLE   8,530 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 3,648 87,222 SH   SOLE   87,222 0 0
CAL-MAINE FOODS INC COM 128030202 562 12,652 SH   OTR 1 12,450 0 202
CALATLANTIC GROUP INC COM 128195104 2,207 39,141 SH   SOLE   39,141 0 0
CALERES INC COM 129500104 325 9,700 SH   SOLE   9,700 0 0
CALIFORNIA RESOURCES CORP COM 13057Q206 14 700 SH   SOLE   700 0 0
CALIFORNIA WATER SERVICES GRP COM 130788102 601 13,250 SH   SOLE   13,250 0 0
CALLIDUS SOFTWARE INC COM 13123E500 20 690 SH   SOLE   690 0 0
CALLON PETROLEUM CO COM 13123X102 22 1,770 SH   SOLE   1,770 0 0
CALPINE CORP COM 131347304 2,006 132,600 SH   SOLE   132,600 0 0
CAMBREX CORP COM 132011107 84 1,760 SH   SOLE   1,760 0 0
CAMDEN PROPERTY TRUST COM 133131102 3,822 41,520 SH   SOLE   41,520 0 0
CAMPBELL SOUP CO COM 134429109 1,462 30,386 SH   SOLE   30,386 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 1 22 SH   OTR 1 0 0 22
CANTEL MEDICAL CORP COM 138098108 4,088 39,735 SH   SOLE   39,735 0 0
CAPELLA EDUCATION CO COM 139594105 9 110 SH   SOLE   110 0 0
CAPITAL ONE FINL CORP COM 14040H105 19,952 200,358 SH   SOLE   200,358 0 0
CAPITOL FEDERAL FINANCIAL INC COM 14057J101 290 21,630 SH   SOLE   21,630 0 0
CAPSTEAD MORTGAGE CORP COM 14067E506 480 55,500 SH   SOLE   55,500 0 0
CARA THERAPEUTICS INC COM 140755109 10 800 SH   SOLE   800 0 0
CARDINAL HEALTH INC COM 14149Y108 6,516 106,346 SH   SOLE   106,346 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 17 720 SH   SOLE   720 0 0
CARLISLE COS INC COM 142339100 3,546 31,200 SH   SOLE   31,200 0 0
CARMAX INC COM 143130102 6,647 103,648 SH   SOLE   103,648 0 0
CARNIVAL CORP COM 143658300 5,703 85,931 SH   OTR 1 85,885 0 46
CARPENTER TECHNOLOGY CORP COM 144285103 1,166 22,870 SH   SOLE   22,870 0 0
CARRIZO OIL & GAS INC COM 144577103 517 24,300 SH   SOLE   24,300 0 0
CARS.COM INC COM 14575E105 466 16,163 SH   SOLE   16,163 0 0
CARTERS INC COM 146229109 1,786 15,200 SH   SOLE   15,200 0 0
CASEYS GEN STORES INC COM 147528103 3,079 27,505 SH   SOLE   27,505 0 0
CASTLIGHT HEALTH INC COM 14862Q100 10 2,600 SH   SOLE   2,600 0 0
CATALENT INC COM 148806102 28 690 SH   SOLE   690 0 0
CATERPILLAR INC COM 149123101 34,021 215,894 SH   SOLE   215,894 0 0
CATCHMARK TIMBER TRUST INC COM 14912Y202 71 5,430 SH   SOLE   5,430 0 0
CATHAY GENERAL BANCORP COM 149150104 602 14,280 SH   SOLE   14,280 0 0
CATO CORP/THE COM 149205106 239 15,000 SH   SOLE   15,000 0 0
CAVIUM INC COM 14964U108 2,297 27,403 SH   SOLE   27,403 0 0
CELANESE CORP SERIES A COM 150870103 4,077 38,070 SH   SOLE   38,070 0 0
CELGENE CORP COM 151020104 26,263 251,653 SH   OTR 1 251,552 0 101
CENTENE CORP COM 15135B101 11,917 118,128 SH   SOLE   118,128 0 0
CENTERPOINT ENERGY INC COM 15189T107 9,836 346,835 SH   OTR 1 346,772 0 63
CENTERSTATE BANK CORP COM 15201P109 18 700 SH   SOLE   700 0 0
CENTRAL GARDEN & PET CO COM 153527205 17 460 SH   SOLE   460 0 0
CENTRAL PACIFIC FINANCIAL CORP COM 154760409 715 23,970 SH   SOLE   23,970 0 0
CENTURY ALUMINUM CO COM 156431108 14 700 SH   SOLE   700 0 0
CENTURYLINK INC COM 156700106 3,578 214,524 SH   SOLE   214,524 0 0
CERNER CORP COM 156782104 6,409 95,102 SH   SOLE   95,102 0 0
CHARLES RIVER LABORATORIES INT COM 159864107 887 8,100 SH   SOLE   8,100 0 0
CHART INDUSTRIES INC COM 16115Q308 14 300 SH   SOLE   300 0 0
CHARTER COMMUNICATIONS INC COM 16119P108 16,823 50,074 SH   OTR 1 50,056 0 18
CHATHAM LODGING TRUST COM 16208T102 542 23,800 SH   SOLE   23,800 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 19 390 SH   SOLE   390 0 0
CHEGG INC COM 163092109 21 1,300 SH   SOLE   1,300 0 0
CHEMED CORP COM 16359R103 2,819 11,600 SH   SOLE   11,600 0 0
CHEMICAL FINANCIAL CORP COM 163731102 21 400 SH   SOLE   400 0 0
CHEMOURS CO/THE COM 163851108 826 16,503 SH   SOLE   16,503 0 0
CHENIERE ENERGY INC COM 16411R208 808 15,000 SH   SOLE   15,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2 500 SH   SOLE   500 0 0
CHESAPEAKE LODGING TRUST COM 165240102 155 5,740 SH   SOLE   5,740 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 31 400 SH   SOLE   400 0 0
CHEVRON CORP COM 166764100 92,278 737,112 SH   OTR 1 736,936 0 176
CHICAGO BRIDGE & IRON CO NV COM 167250109 171 10,600 SH   SOLE   10,600 0 0
CHICO'S FAS INC COM 168615102 131 14,800 SH   SOLE   14,800 0 0
CHILDREN'S PLACE INC/THE COM 168905107 1,025 7,050 SH   SOLE   7,050 0 0
CHIMERA INVESTMENT CORP COM 16934Q208 855 46,250 SH   SOLE   46,250 0 0
CHINA MOBILE HK LTD-SP ADR COM 16941M109 7 127 SH   OTR 1 0 0 127
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,766 6,110 SH   SOLE   6,110 0 0
CHOICE HOTELS INTL INC COM 169905106 349 4,500 SH   SOLE   4,500 0 0
CHURCH & DWIGHT CO INC COM 171340102 3,008 59,972 SH   OTR 1 59,900 0 72
CIENA CORP COM 171779309 225 10,740 SH   SOLE   10,740 0 0
CIMAREX ENERGY CO COM 171798101 6,289 51,548 SH   SOLE   51,548 0 0
CINCINNATI BELL INC COM 171871502 12 570 SH   SOLE   570 0 0
CINCINNATI FINANCIAL CORP COM 172062101 5,824 77,679 SH   SOLE   77,679 0 0
CINEMARK HOLDINGS INC COM 17243V102 641 18,400 SH   SOLE   18,400 0 0
CIRCOR INTERNATIONAL INC COM 17273K109 792 16,260 SH   SOLE   16,260 0 0
CIRRUS LOGIC INC COM 172755100 19 370 SH   SOLE   370 0 0
CISCO SYS INC COM 17275R102 78,605 2,052,448 SH   OTR 1 2,051,872 0 576
CINTAS CORP COM 172908105 7,901 50,701 SH   SOLE   50,701 0 0
CITIZENS & NORTHERN CORP COM 172922106 4 160 SH   SOLE   160 0 0
CITIGROUP INC COM 172967424 70,396 946,088 SH   OTR 1 945,832 0 256
CITIZENS FINANCIAL GROUP INC COM 174610105 784 18,673 SH   SOLE   18,673 0 0
CITIZENS INC/TX COM 174740100 12 1,680 SH   SOLE   1,680 0 0
CITRIX SYSTEMS INC COM 177376100 4,280 48,641 SH   SOLE   48,641 0 0
CITY HOLDING CO COM 177835105 176 2,610 SH   SOLE   2,610 0 0
CLEAN HARBORS INC COM 184496107 1,107 20,420 SH   SOLE   20,420 0 0
CLEARWATER PAPER CORP COM 18538R103 590 13,000 SH   SOLE   13,000 0 0
CLEVELAND-CLIFFS INC COM 185899101 11 1,500 SH   SOLE   1,500 0 0
CLIFTON BANCORP INC COM 186873105 18 1,070 SH   SOLE   1,070 0 0
CLOROX CO/THE COM 189054109 8,192 55,076 SH   SOLE   55,076 0 0
CLOVIS ONCOLOGY INC COM 189464100 20 300 SH   SOLE   300 0 0
COBIZ FINANCIAL INC COM 190897108 7 350 SH   SOLE   350 0 0
COCA COLA BOTTLING CO COM 191098102 215 1,000 SH   SOLE   1,000 0 0
COCA-COLA CO COM 191216100 61,008 1,329,720 SH   SOLE   1,329,720 0 0
COEUR MINING INC COM 192108504 10 1,380 SH   SOLE   1,380 0 0
COGENT COMMUNICATIONS HOLDINGS COM 19239V302 187 4,120 SH   SOLE   4,120 0 0
COGNEX CORP COM 192422103 1,339 21,900 SH   SOLE   21,900 0 0
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 18,713 263,491 SH   SOLE   263,491 0 0
COHEN & STEERS INC COM 19247A100 405 8,560 SH   SOLE   8,560 0 0
COHERUS BIOSCIENCES INC COM 19249H103 249 28,300 SH   SOLE   28,300 0 0
COLGATE-PALMOLIVE CO COM 194162103 27,683 366,911 SH   SOLE   366,911 0 0
COLLECTORS UNIVERSE INC COM 19421R200 11 400 SH   SOLE   400 0 0
COLONY NORTHSTAR INC COM 19625W104 1,451 127,146 SH   SOLE   127,146 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 1,464 33,700 SH   SOLE   33,700 0 0
COLUMBIA PROPERTY TRUST INC COM 198287203 101 4,400 SH   SOLE   4,400 0 0
COLUMBUS MCKINNON CORP/NY COM 199333105 704 17,600 SH   SOLE   17,600 0 0
COMFORT SYSTEMS USA INC COM 199908104 991 22,700 SH   SOLE   22,700 0 0
COMCAST CORP - CL A COM 20030N101 68,674 1,714,720 SH   OTR 1 1,714,634 0 86
COMERICA INC COM 200340107 3,643 41,960 SH   SOLE   41,960 0 0
COMMERCE BANCSHARES IN COM 200525103 657 11,758 SH   SOLE   11,758 0 0
COMMERCEHUB INC COM 20084V108 8 382 SH   SOLE   382 0 0
COMMERCEHUB INC COM 20084V306 32 1,545 SH   SOLE   1,545 0 0
COMMERCIAL METALS CO COM 201723103 386 18,100 SH   SOLE   18,100 0 0
COMMUNITY BANK SYSTEM INC COM 203607106 2,366 44,020 SH   SOLE   44,020 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 9 2,000 SH   SOLE   2,000 0 0
COMMVAULT SYSTEMS INC COM 204166102 14 270 SH   SOLE   270 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 477 6,600 SH   SOLE   6,600 0 0
COMPUTER PROGRAMS & SYSTEMS IN COM 205306103 186 6,180 SH   SOLE   6,180 0 0
COMTECH TELECOMMUNICATIONS COM 205826209 12 520 SH   SOLE   520 0 0
CONAGRA BRANDS INC COM 205887102 7,764 206,097 SH   SOLE   206,097 0 0
CONCHO RESOURCES INC COM 20605P101 4,010 26,695 SH   SOLE   26,695 0 0
CONDUENT INC COM 206787103 466 28,855 SH   SOLE   28,855 0 0
CONFORMIS INC COM 20717E101 3 1,400 SH   SOLE   1,400 0 0
CONMED CORP COM 207410101 393 7,710 SH   SOLE   7,710 0 0
CONNECTICUT WATER SERVICE INC COM 207797101 14 250 SH   SOLE   250 0 0
CONOCOPHILLIPS COM 20825C104 25,802 470,060 SH   SOLE   470,060 0 0
CONSOLIDATED COMMUNICATIONS COM 209034107 291 23,870 SH   SOLE   23,870 0 0
CONSOLIDATED EDISON INC COM 209115104 19,676 231,614 SH   SOLE   231,614 0 0
CONSTELLATION BRANDS INC COM 21036P108 17,788 77,836 SH   OTR 1 77,790 0 46
CONTINENTAL RESOURCES COM 212015101 3,569 67,386 SH   SOLE   67,386 0 0
CONVERGYS COM 212485106 475 20,200 SH   SOLE   20,200 0 0
COOPER COS INC/THE COM 216648402 6,865 31,510 SH   SOLE   31,510 0 0
COOPER TIRE & RUBBER COM 216831107 95 2,693 SH   OTR 1 2,620 0 73
COPART INC COM 217204106 4,848 112,240 SH   SOLE   112,240 0 0
CORCEPT THERAPEUTICS INC COM 218352102 18 1,000 SH   SOLE   1,000 0 0
CORE-MARK HOLDING CO INC COM 218681104 421 13,320 SH   SOLE   13,320 0 0
CORESITE REALTY CORP COM 21870Q105 1,103 9,680 SH   SOLE   9,680 0 0
CORENERGY INFRASTRUCTURE TRUST COM 21870U502 315 8,240 SH   SOLE   8,240 0 0
CORELOGIC INC/UNITED STATES COM 21871D103 69 1,500 SH   SOLE   1,500 0 0
CORECIVIC INC COM 21871N101 776 34,475 SH   SOLE   34,475 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 15 420 SH   SOLE   420 0 0
CORNING INC COM 219350105 12,525 391,518 SH   OTR 1 391,419 0 99
CORVEL CORP COM 221006109 212 4,000 SH   SOLE   4,000 0 0
COSTCO WHOLESALE CORP COM 22160K105 30,398 163,325 SH   SOLE   163,325 0 0
COTY INC COM 222070203 2,998 150,716 SH   SOLE   150,716 0 0
COUSINS PROPERTIES INC COM 222795106 224 24,208 SH   SOLE   24,208 0 0
COVANTA HOLDING CORP COM 22282E102 783 46,310 SH   SOLE   46,310 0 0
COWEN GROUP INC COM 223622606 8 600 SH   SOLE   600 0 0
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 2,320 14,600 SH   SOLE   14,600 0 0
CRANE CO COM 224399105 3,843 43,070 SH   SOLE   43,070 0 0
CREDIT ACCEPTANCE CORP COM 225310101 970 3,000 SH   SOLE   3,000 0 0
CREE INC COM 225447101 1,530 41,200 SH   SOLE   41,200 0 0
CROWN CASTLE INTERNATIONAL COR COM 22822V101 9,959 89,710 SH   SOLE   89,710 0 0
CROWN HOLDINGS INC COM 228368106 703 12,500 SH   SOLE   12,500 0 0
CUBESMART COM 229663109 333 11,500 SH   SOLE   11,500 0 0
CUBIC CORP COM 229669106 495 8,400 SH   SOLE   8,400 0 0
CULLEN FROST BANKERS INC COM 229899109 4,847 51,210 SH   SOLE   51,210 0 0
CUMMINS INC COM 231021106 16,833 95,293 SH   SOLE   95,293 0 0
CURTISS-WRIGHT CORP COM 231561101 26 210 SH   SOLE   210 0 0
CUSTOMERS BANCORP INC COM 23204G100 146 5,600 SH   SOLE   5,600 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,422 93,300 SH   SOLE   93,300 0 0
DCT INDUSTRIAL TRUST INC COM 233153204 9 150 SH   SOLE   150 0 0
DDR CORP COM 23317H102 422 47,060 SH   SOLE   47,060 0 0
DR HORTON INC COM 23331A109 4,548 89,057 SH   SOLE   89,057 0 0
DST SYSTEMS INC COM 233326107 3,205 51,640 SH   SOLE   51,640 0 0
DTE ENERGY CO COM 233331107 4,959 45,300 SH   SOLE   45,300 0 0
DSW INC-CLASS A COM 23334L102 525 24,512 SH   OTR 1 24,400 0 112
DXP ENTERPRISES INC COM 233377407 9 310 SH   SOLE   310 0 0
DXC TECHNOLOGY CO COM 23355L106 7,632 80,417 SH   SOLE   80,417 0 0
DANA INC COM 235825205 31 960 SH   SOLE   960 0 0
DANAHER CORP COM 235851102 16,423 176,936 SH   SOLE   176,936 0 0
DARDEN RESTAURANTS INC COM 237194105 4,057 42,256 SH   SOLE   42,256 0 0
DARLING INGREDIENTS INC COM 237266101 721 39,760 SH   SOLE   39,760 0 0
DAVITA INC COM 23918K108 1,446 20,020 SH   SOLE   20,020 0 0
DEAN FOODS CO COM 242370203 68 5,890 SH   SOLE   5,890 0 0
DECKERS OUTDOOR CORP COM 243537107 1,396 17,400 SH   SOLE   17,400 0 0
DEERE & CO COM 244199105 20,940 133,791 SH   SOLE   133,791 0 0
DELEK US HOLDINGS INC COM 24665A103 175 5,000 SH   SOLE   5,000 0 0
DELL TECHNOLOGIES INC - VMWARE COM 24703L103 3,812 46,897 SH   SOLE   46,897 0 0
DELTA AIR LINES INC COM 247361702 9,741 173,975 SH   OTR 1 173,830 0 145
DENBURY RESOURCES INC COM 247916208 19 8,800 SH   SOLE   8,800 0 0
DELUXE CORP COM 248019101 2,334 30,370 SH   SOLE   30,370 0 0
DENNYS CORP COM 24869P104 17 1,250 SH   SOLE   1,250 0 0
DENTSPLY SIRONA INC COM 24906P109 3,363 51,092 SH   SOLE   51,092 0 0
DERMIRA INC COM 24983L104 14 520 SH   SOLE   520 0 0
DEPOMED INC COM 249908104 288 35,800 SH   SOLE   35,800 0 0
DEVON ENERGY CORP COM 25179M103 3,469 83,789 SH   SOLE   83,789 0 0
DIAMOND HILL INVESTMENT GROUP COM 25264R207 351 1,700 SH   SOLE   1,700 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 372 20,000 SH   SOLE   20,000 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 1,176 104,149 SH   SOLE   104,149 0 0
DIAMONDBACK ENERGY INC COM 25278X109 631 5,000 SH   SOLE   5,000 0 0
DICK'S SPORTING GOODS INC COM 253393102 587 20,430 SH   SOLE   20,430 0 0
DIEBOLD NIXDORF INC COM 253651103 187 11,430 SH   SOLE   11,430 0 0
DIGITAL REALTY TRUST INC COM 253868103 2,590 22,737 SH   SOLE   22,737 0 0
DILLARD DEPT STRS INC COM 254067101 1,189 19,800 SH   SOLE   19,800 0 0
DINEEQUITY INC COM 254423106 1,997 39,360 SH   SOLE   39,360 0 0
DIODES INC COM 254543101 408 14,220 SH   SOLE   14,220 0 0
WALT DISNEY CO/THE COM 254687106 61,715 574,046 SH   OTR 1 573,931 0 115
DISCOVER FINANCIAL SERVICES COM 254709108 14,234 185,056 SH   OTR 1 184,989 0 67
DISCOVERY COMMUNICATIONS INC SERIES A COM 25470F104 2,348 104,925 SH   SOLE   104,925 0 0
DISCOVERY COMMUNICATIONS INC SERIES C COM 25470F302 260 12,305 SH   SOLE   12,305 0 0
DISH NETWORK CORP COM 25470M109 1,816 38,040 SH   SOLE   38,040 0 0
DOLLAR GENERAL CORP COM 256677105 1,413 15,190 SH   SOLE   15,190 0 0
DOLLAR TREE INC COM 256746108 7,014 65,365 SH   SOLE   65,365 0 0
DOMINION RES INC VA COM 25746U109 9,824 121,200 SH   SOLE   121,200 0 0
DOMINO'S PIZZA INC COM 25754A201 1,884 9,971 SH   SOLE   9,971 0 0
DOMTAR CORP COM 257559203 1,129 22,790 SH   SOLE   22,790 0 0
DONALDSON CO INC COM 257651109 3,257 66,540 SH   SOLE   66,540 0 0
RR DONNELLEY & SONS CO COM 257867200 54 5,833 SH   SOLE   5,833 0 0
DONNELLEY FINANCIAL SOLUTIONS COM 25787G100 53 2,698 SH   SOLE   2,698 0 0
DORMAN PRODUCTS INC COM 258278100 925 15,130 SH   SOLE   15,130 0 0
DOUGLAS EMMETT INC COM 25960P109 123 3,000 SH   SOLE   3,000 0 0
DOVER CORP COM 260003108 6,645 65,800 SH   SOLE   65,800 0 0
DOWDUPONT INC COM 26078J100 54,627 767,011 SH   SOLE   767,011 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,465 46,001 SH   SOLE   46,001 0 0
DRIL-QUIP INC COM 262037104 1,593 33,400 SH   SOLE   33,400 0 0
DUKE REALTY CORP COM 264411505 1,923 70,688 SH   SOLE   70,688 0 0
DUKE ENERGY CORP COM 26441C204 5,747 68,326 SH   SOLE   68,326 0 0
DUN & BRADSTREET CORP/THE COM 26483E100 284 2,400 SH   SOLE   2,400 0 0
DUNKIN BRANDS GROUP INC COM 265504100 322 5,000 SH   SOLE   5,000 0 0
DYCOM INDUSTRIES INC COM 267475101 215 1,930 SH   SOLE   1,930 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158201 17 900 SH   SOLE   900 0 0
DYNEX CAPITAL INC COM 26817Q506 130 18,520 SH   SOLE   18,520 0 0
DYNEGY INC COM 26817R108 1,486 125,400 SH   SOLE   125,400 0 0
ELF BEAUTY INC COM 26856L103 33 1,500 SH   SOLE   1,500 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 8 800 SH   SOLE   800 0 0
EOG RESOURCES INC COM 26875P101 22,633 209,746 SH   OTR 1 209,674 0 72
EQT CORP COM 26884L109 4,455 78,290 SH   OTR 1 78,220 0 70
EPR PROPERTIES COM 26884U109 2,466 37,670 SH   SOLE   37,670 0 0
ERA GROUP INC COM 26885G109 75 7,000 SH   SOLE   7,000 0 0
E TRADE FINANCIAL CORPORATION COM 269246401 96 1,945 SH   SOLE   1,945 0 0
EAGLE MATERIALS INC COM 26969P108 2,391 21,100 SH   SOLE   21,100 0 0
EAST WEST BANCORP INC COM 27579R104 4,471 73,500 SH   SOLE   73,500 0 0
EASTERLY GOVERNMENT PROPERTIES COM 27616P103 188 8,800 SH   SOLE   8,800 0 0
EASTGROUP PROPERTIES INC COM 277276101 884 10,000 SH   SOLE   10,000 0 0
EASTMAN CHEM CO COM 277432100 7,835 84,577 SH   SOLE   84,577 0 0
EATON VANCE CORP COM 278265103 3,475 61,630 SH   SOLE   61,630 0 0
EBAY INC COM 278642103 14,941 395,886 SH   OTR 1 395,809 0 77
EBIX INC COM 278715206 476 6,000 SH   SOLE   6,000 0 0
ECHOSTART HOLDINGS CORP COM 278768106 1,167 19,480 SH   SOLE   19,480 0 0
ECOLAB INC COM 278865100 15,491 115,451 SH   OTR 1 115,410 0 41
EDGEWELL PERSONAL CARE CO COM 28035Q102 1,675 28,210 SH   SOLE   28,210 0 0
EDISON INTERNATIONAL COM 281020107 2,517 39,805 SH   SOLE   39,805 0 0
EDITAS MEDICINE INC COM 28106W103 2,194 71,400 SH   SOLE   71,400 0 0
EDUCATION REALTY TRUST INC COM 28140H203 367 10,500 SH   SOLE   10,500 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 11,004 97,632 SH   OTR 1 97,596 0 36
8X8 INC COM 282914100 14 960 SH   SOLE   960 0 0
EL PASO ELEC CO COM 283677854 1,282 23,160 SH   SOLE   23,160 0 0
ELECTRONIC ARTS INC COM 285512109 10,594 100,837 SH   SOLE   100,837 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 145 4,920 SH   SOLE   4,920 0 0
ELLIE MAE INC COM 28849P100 378 4,230 SH   SOLE   4,230 0 0
EMCOR GROUP INC COM 29084Q100 2,973 36,370 SH   SOLE   36,370 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,486 31,970 SH   SOLE   31,970 0 0
EMERSON ELECTRIC CO COM 291011104 19,743 283,292 SH   SOLE   283,292 0 0
EMPIRE STATE REALTY TRUST INC COM 292104106 41 2,000 SH   SOLE   2,000 0 0
EMPLOYERS HOLDINGS INC COM 292218104 13 300 SH   SOLE   300 0 0
ENBRIDGE ENERGY MANAGEMENT COM 29250X103 102 7,588 SH   SOLE   7,588 0 0
ENCORE CAPITAL GROUP INC COM 292554102 211 5,000 SH   SOLE   5,000 0 0
ENCORE WIRE CORP COM 292562105 1,309 26,900 SH   SOLE   26,900 0 0
ENCOMPASS HEALTH CORP COM 29261A100 1,157 23,420 SH   SOLE   23,420 0 0
ENERGEN CORP COM 29265N108 2,714 47,150 SH   SOLE   47,150 0 0
ENDOLOGIX INC COM 29266S106 265 49,500 SH   SOLE   49,500 0 0
ENERGOUS CORP COM 29272C103 10 500 SH   SOLE   500 0 0
ENERGIZER HOLDINGS INC COM 29272W109 1,210 25,210 SH   SOLE   25,210 0 0
ENERSYS COM 29275Y102 1,015 14,570 SH   SOLE   14,570 0 0
ENGILITY HOLDINGS INC COM 29286C107 141 4,982 SH   SOLE   4,982 0 0
ENLINK MIDSTREAM LLC COM 29336T100 264 15,000 SH   SOLE   15,000 0 0
ENNIS INC COM 293389102 104 5,000 SH   SOLE   5,000 0 0
ENPRO INDUSTRIES INC COM 29355X107 108 1,160 SH   SOLE   1,160 0 0
ENSIGN GROUP INC/THE COM 29358P101 155 7,000 SH   SOLE   7,000 0 0
ENTEGRIS INC COM 29362U104 27 900 SH   SOLE   900 0 0
ENTERCOM COMMUNICATIONS CORP COM 293639100 899 83,217 SH   SOLE   83,217 0 0
ENTERGY CORP NEW COM 29364G103 984 12,095 SH   SOLE   12,095 0 0
ENVESTNET INC COM 29404K106 414 8,310 SH   SOLE   8,310 0 0
EPAM SYSTEMS INC COM 29414B104 55 510 SH   SOLE   510 0 0
EQUIFAX INC COM 294429105 3,404 28,866 SH   OTR 1 28,839 0 27
EQUINIX INC COM 29444U700 7,247 15,991 SH   SOLE   15,991 0 0
EQUITY COMMONWEALTH COM 294628102 885 29,000 SH   SOLE   29,000 0 0
EQUITY LIFESTYLE PROPERTIES IN COM 29472R108 579 6,500 SH   SOLE   6,500 0 0
EQUITY RESIDENTIAL COM 29476L107 7,459 116,972 SH   SOLE   116,972 0 0
ERIE INDEMNITY COMPANY-CL A COM 29530P102 615 5,050 SH   SOLE   5,050 0 0
ESCO TECHNOLOGIES INC COM 296315104 16 270 SH   SOLE   270 0 0
ESPERION THERAPEUTICS INC COM 29664W105 16 250 SH   SOLE   250 0 0
ESSENDANT INC COM 296689102 6 700 SH   SOLE   700 0 0
ESSEX PROPERTY TRUST INC COM 297178105 4,866 20,160 SH   SOLE   20,160 0 0
ESTERLINE TECHNOLOGIES COM 297425100 1,222 16,360 SH   SOLE   16,360 0 0
ETHAN ALLEN INTERIORS COM 297602104 408 14,270 SH   SOLE   14,270 0 0
ETSY INC COM 29786A106 40 1,940 SH   SOLE   1,940 0 0
EURONET WORLDWIDE INC COM 298736109 101 1,200 SH   SOLE   1,200 0 0
EVERCORE INC COM 29977A105 150 1,670 SH   SOLE   1,670 0 0
EVERSOURCE ENERGY COM 30040W108 3,631 57,464 SH   SOLE   57,464 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 12 1,760 SH   SOLE   1,760 0 0
EVOQUA WATER TECHNOLOGIES CORP COM 30057T105 554 23,350 SH   SOLE   23,350 0 0
EXACT SCIENCES CORP COM 30063P105 36 680 SH   SOLE   680 0 0
EXELON CORP COM 30161N101 5,131 130,202 SH   OTR 1 129,972 0 230
EXLSERVICE HOLDINGS INC COM 302081104 19 320 SH   SOLE   320 0 0
EXONE CO/THE COM 302104104 4 480 SH   SOLE   480 0 0
EXPEDIA INC COM 30212P303 3,421 28,566 SH   OTR 1 28,462 0 104
EXPEDITORS INTERNATIONAL WASH COM 302130109 2,674 41,340 SH   SOLE   41,340 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 17,431 233,538 SH   SOLE   233,538 0 0
EXTENDED STAY AMERICA INC COM 30224P200 107 5,650 SH   SOLE   5,650 0 0
EXTRA SPACE STORAGE INC COM 30225T102 2,534 28,975 SH   SOLE   28,975 0 0
EXTERRAN CORP COM 30227H106 124 3,940 SH   SOLE   3,940 0 0
EZCORP INC-CL A COM 302301106 15 1,270 SH   SOLE   1,270 0 0
EXXON MOBIL CORP COM 30231G102 158,694 1,896,489 SH   SOLE   1,896,489 0 0
FBL FINANCIAL GROUP INC COM 30239F106 7 100 SH   SOLE   100 0 0
FLIR SYSTEMS INC COM 302445101 127 2,720 SH   SOLE   2,720 0 0
FMC CORP COM 302491303 8,371 88,435 SH   SOLE   88,435 0 0
FNB CORP COM 302520101 1,083 78,400 SH   SOLE   78,400 0 0
FS INVESTMENT CORP COM 302635107 235 32,000 SH   SOLE   32,000 0 0
FTI CONSULTING INC COM 302941109 12 270 SH   SOLE   270 0 0
FACEBOOK INC-A COM 30303M102 107,666 610,170 SH   OTR 1 610,090 0 80
FACTSET RESEARCH SYSTEMS INC COM 303075105 3,339 17,320 SH   SOLE   17,320 0 0
FAIR ISAAC CORP COM 303250104 1,020 6,660 SH   SOLE   6,660 0 0
FANG HOLDINGS LTD COM 30711Y102 2 334 SH   OTR 1 0 0 334
FARMER BROS CO COM 307675108 322 10,000 SH   SOLE   10,000 0 0
FARO TECHNOLOGIES INC COM 311642102 1,170 24,900 SH   SOLE   24,900 0 0
FASTENAL CO COM 311900104 5,434 99,366 SH   SOLE   99,366 0 0
FEDERAL REALTY INVESTMENT TRUS COM 313747206 4,225 31,815 SH   SOLE   31,815 0 0
FEDERAL SIGNAL CORP COM 313855108 314 15,640 SH   SOLE   15,640 0 0
FEDERATED INVESTORS INC COM 314211103 1,072 29,700 SH   SOLE   29,700 0 0
FEDEX CORP COM 31428X106 24,324 97,486 SH   OTR 1 97,445 0 41
FERRO CORP COM 315405100 17 740 SH   SOLE   740 0 0
F5 NETWORKS INC COM 315616102 3,759 28,650 SH   SOLE   28,650 0 0
FIBROGEN INC COM 31572Q808 29 620 SH   SOLE   620 0 0
FIDELITY NATIONAL INFORMATION SVCS INC COM 31620M106 12,308 130,825 SH   OTR 1 130,740 0 85
FNF GROUP COM 31620R303 2,947 75,101 SH   SOLE   75,101 0 0
FIDELITY SOUTHERN CORP COM 316394105 17 780 SH   SOLE   780 0 0
FIFTH THIRD BANCORP COM 316773100 13,284 437,834 SH   SOLE   437,834 0 0
FINANCIAL ENGINES INC COM 317485100 61 2,000 SH   SOLE   2,000 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 19 600 SH   SOLE   600 0 0
FINISAR CORP COM 31787A507 15 740 SH   SOLE   740 0 0
FIRST AMERICAN FINANCIAL CORP COM 31847R102 2,503 44,670 SH   SOLE   44,670 0 0
FIRST BUSEY CORP COM 319383204 13 450 SH   SOLE   450 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 449 31,350 SH   SOLE   31,350 0 0
FIRST DATA CORP COM 32008D106 2,206 132,000 SH   SOLE   132,000 0 0
FIRST FINANCIAL BANCORP COM 320209109 423 16,050 SH   SOLE   16,050 0 0
FIRST FINANCIAL BANKSHARES INC COM 32020R109 19 420 SH   SOLE   420 0 0
FIRST FINANCIAL CORP/IN COM 320218100 100 2,200 SH   SOLE   2,200 0 0
FIRST HORIZON NATL CORP COM 320517105 1,500 75,042 SH   SOLE   75,042 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 307 9,740 SH   SOLE   9,740 0 0
FIRST OF LONG ISLAND CORP/THE COM 320734106 16 550 SH   SOLE   550 0 0
FIRST MERCHANTS CORPORATION COM 320817109 29 700 SH   SOLE   700 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 1,690 70,400 SH   SOLE   70,400 0 0
FIRST REPUBLIC BANK COM 33616C100 1,386 16,000 SH   SOLE   16,000 0 0
FIRST SOLAR INC COM 336433107 1,074 15,900 SH   SOLE   15,900 0 0
FIRST CASH FINL SVCS INC COM 33767D105 2,013 29,848 SH   SOLE   29,848 0 0
FISERV INC COM 337738108 16,150 123,161 SH   SOLE   123,161 0 0
FIRSTENERGY CORP COM 337932107 1,036 33,836 SH   SOLE   33,836 0 0
FIVE BELOW INC COM 33829M101 25 370 SH   SOLE   370 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 6 270 SH   SOLE   270 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 19 100 SH   SOLE   100 0 0
FLUOR CORP COM 343412102 2,548 49,334 SH   OTR 1 49,274 0 60
FLOWERS FOODS INC COM 343498101 1,494 77,367 SH   SOLE   77,367 0 0
FLOWSERVE CORP COM 34354P105 3,195 75,845 SH   SOLE   75,845 0 0
FLUIDIGM CORP COM 34385P108 137 23,200 SH   SOLE   23,200 0 0
FOOT LOCKER INC COM 344849104 3,321 70,850 SH   SOLE   70,850 0 0
FORD MOTOR CO COM 345370860 12,328 987,068 SH   SOLE   987,068 0 0
FOREST CITY REALTY TRUST INC COM 345605109 869 36,040 SH   SOLE   36,040 0 0
FORESTAR GROUP INC COM 346232101 222 10,100 SH   SOLE   10,100 0 0
FORRESTER RESEARCH INC COM 346563109 194 4,400 SH   SOLE   4,400 0 0
FORTINET INC COM 34959E109 1,973 45,154 SH   SOLE   45,154 0 0
FORTIVE CORP COM 34959J108 8,242 113,914 SH   SOLE   113,914 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 3,467 50,663 SH   SOLE   50,663 0 0
FORWARD AIR CORPORATION COM 349853101 84 1,460 SH   SOLE   1,460 0 0
FOUR CORNERS PROPERTY TRUST COM 35086T109 276 10,758 SH   SOLE   10,758 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 751 16,370 SH   SOLE   16,370 0 0
FRANKLIN RES INC COM 354613101 6,542 150,986 SH   SOLE   150,986 0 0
FRANKLIN STREET PROPERTIES COR COM 35471R106 400 37,200 SH   SOLE   37,200 0 0
FREDS INC COM 356108100 3 700 SH   SOLE   700 0 0
FREEPORT-MCMORAN INC COM 35671D857 7,890 416,147 SH   SOLE   416,147 0 0
FRESHPET INC COM 358039105 190 10,000 SH   SOLE   10,000 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A306 572 84,600 SH   SOLE   84,600 0 0
H. B. FULLER CO COM 359694106 1,030 19,120 SH   SOLE   19,120 0 0
FULTON FINANCIAL CORP COM 360271100 1,587 88,640 SH   SOLE   88,640 0 0
GAMCO INVESTORS INC -A COM 361438104 98 3,300 SH   SOLE   3,300 0 0
GATX CORP COM 361448103 1,150 18,500 SH   SOLE   18,500 0 0
GEO GROUP INC/THE COM 36162J106 1,339 56,732 SH   SOLE   56,732 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 523 16,400 SH   SOLE   16,400 0 0
GGP INC COM 36174X101 2,002 85,600 SH   SOLE   85,600 0 0
G-III APPAREL GROUP LTD COM 36237H101 295 8,000 SH   SOLE   8,000 0 0
GTT COMMUNICATIONS INC COM 362393100 14 300 SH   SOLE   300 0 0
ARTHUR J GALLAGHER & CO COM 363576109 3,453 54,570 SH   SOLE   54,570 0 0
GAMING AND LEISURE PROPERTIES INC COM 36467J108 1,958 52,925 SH   SOLE   52,925 0 0
GAMESTOP CORP COM 36467W109 808 45,000 SH   SOLE   45,000 0 0
GANNETT CO INC COM 36473H104 1,007 86,900 SH   SOLE   86,900 0 0
GAP INC/THE COM 364760108 5,709 167,612 SH   SOLE   167,612 0 0
GARTNER INC COM 366651107 1,607 13,047 SH   SOLE   13,047 0 0
GENERAC HOLDINGS INC COM 368736104 365 7,370 SH   SOLE   7,370 0 0
GENERAL CABLE CORP COM 369300108 468 15,820 SH   SOLE   15,820 0 0
GENERAL COMMUNICATION COM 369385109 234 6,000 SH   SOLE   6,000 0 0
GENERAL DYNAMICS CORP COM 369550108 23,860 117,275 SH   OTR 1 117,257 0 18
GENERAL ELECTRIC CO COM 369604103 71,354 3,935,465 SH   OTR 1 3,933,897 0 1,568
GENERAL MILLS INC COM 370334104 15,730 265,307 SH   SOLE   265,307 0 0
GENERAL MTRS CORP COM 37045V100 16,653 406,262 SH   OTR 1 406,185 0 77
GENESCO INC COM 371532102 364 11,200 SH   SOLE   11,200 0 0
GENESEE & WYOMING INC COM 371559105 1,803 22,900 SH   SOLE   22,900 0 0
GENTEX CORP COM 371901109 3,181 151,820 SH   SOLE   151,820 0 0
GENUINE PARTS CO COM 372460105 3,504 36,880 SH   SOLE   36,880 0 0
GENWORTH FINANCIAL INC COM 37247D106 61 19,760 SH   SOLE   19,760 0 0
GENTHERM INC COM 37253A103 13 420 SH   SOLE   420 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 9 700 SH   SOLE   700 0 0
GETTY REALTY CORP COM 374297109 41 1,508 SH   SOLE   1,508 0 0
GILEAD SCIENCES INC COM 375558103 39,191 547,053 SH   OTR 1 546,831 0 222
GLACIER BANCORP INC COM 37637Q105 1,035 26,270 SH   SOLE   26,270 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 269 12,790 SH   SOLE   12,790 0 0
PH GLATFELTER CO COM 377316104 14 650 SH   SOLE   650 0 0
GLOBAL BLOOD THERAPEUTICS INC COM 37890U108 211 5,350 SH   SOLE   5,350 0 0
GLOBAL NET LEASE INC COM 379378201 234 11,370 SH   SOLE   11,370 0 0
GLOBAL PAYMENTS INC COM 37940X102 10,901 108,751 SH   SOLE   108,751 0 0
GLOBAL MEDICAL REIT INC COM 37954A204 82 10,000 SH   SOLE   10,000 0 0
GLOBUS MEDICAL INC COM 379577208 22 540 SH   SOLE   540 0 0
GLU MOBILE INC COM 379890106 9 2,500 SH   SOLE   2,500 0 0
GOLD RESOURCE CORP COM 38068T105 180 40,900 SH   SOLE   40,900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 27,553 108,155 SH   OTR 1 108,118 0 37
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 1,538 47,608 SH   SOLE   47,608 0 0
GORMAN-RUPP CO COM 383082104 168 5,395 SH   SOLE   5,395 0 0
GOVERNMENT PROPERTIES INCOME COM 38376A103 849 45,800 SH   SOLE   45,800 0 0
GRACE W R & CO COM 38388F108 245 3,500 SH   SOLE   3,500 0 0
GRACO INC COM 384109104 4,792 105,960 SH   SOLE   105,960 0 0
WW GRAINGER INC COM 384802104 3,007 12,728 SH   SOLE   12,728 0 0
GRAMERCY PROPERTY TRUST COM 385002308 80 2,990 SH   SOLE   2,990 0 0
GRAND CANYON EDUCATION INC COM 38526M106 42 470 SH   SOLE   470 0 0
GRANITE CONSTRUCTION INC COM 387328107 84 1,320 SH   SOLE   1,320 0 0
GRANITE POINT MORTGAGE TRUST I COM 38741L107 139 7,808 SH   SOLE   7,808 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 77 5,000 SH   SOLE   5,000 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 14 270 SH   SOLE   270 0 0
GREAT PLAINS ENERGY INC COM 391164100 983 30,500 SH   SOLE   30,500 0 0
GREAT WESTERN BANCORP INC COM 391416104 306 7,700 SH   SOLE   7,700 0 0
GREEN BANCORP INC COM 39260X100 11 530 SH   SOLE   530 0 0
GREEN DOT CORP. COM 39304D102 1,070 17,750 SH   SOLE   17,750 0 0
GREEN PLAINS INC COM 393222104 8 470 SH   SOLE   470 0 0
GREENBRIER COS INC/THE COM 393657101 984 18,460 SH   SOLE   18,460 0 0
GREENHILL & CO INC COM 395259104 584 29,970 SH   SOLE   29,970 0 0
GREIF INC COM 397624107 796 13,140 SH   SOLE   13,140 0 0
GRIFFON CORPORATIONS COM 398433102 313 15,380 SH   SOLE   15,380 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,678 23,648 SH   SOLE   23,648 0 0
GRUBHUB INC COM 400110102 37 520 SH   SOLE   520 0 0
GUESS INC COM 401617105 339 20,100 SH   SOLE   20,100 0 0
GULFPORT ENERGY CORP COM 402635304 227 17,800 SH   SOLE   17,800 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 863 21,220 SH   SOLE   21,220 0 0
HCA HEALTHCARE INC COM 40412C101 4,206 47,880 SH   SOLE   47,880 0 0
HCP INC COM 40414L109 2,376 91,093 SH   SOLE   91,093 0 0
HCI GROUP INC COM 40416E103 182 6,100 SH   SOLE   6,100 0 0
HFF INC CLASS A COM 40418F108 22 450 SH   SOLE   450 0 0
HNI CORP COM 404251100 666 17,270 SH   SOLE   17,270 0 0
HEALTH MGMT SYS INC COM 40425J101 591 34,880 SH   SOLE   34,880 0 0
HSBC HOLDINGS PLC COM 404280406 15 351 SH   OTR 1 0 0 351
HSN INC COM 404303109 512 12,700 SH   SOLE   12,700 0 0
HRG GROUP INC COM 40434J100 341 20,100 SH   SOLE   20,100 0 0
HP INC COM 40434L105 19,218 914,692 SH   SOLE   914,692 0 0
HACKETT GROUP INC/THE COM 404609109 9 600 SH   SOLE   600 0 0
HAEMONETICS CORP/MASS COM 405024100 19 320 SH   SOLE   320 0 0
HALCON RESOURCES CORP COM 40537Q605 558 73,700 SH   SOLE   73,700 0 0
HALLIBURTON CO COM 406216101 11,035 225,810 SH   SOLE   225,810 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 124 6,120 SH   SOLE   6,120 0 0
HALYARD HEALTH INC COM 40650V100 240 5,205 SH   SOLE   5,205 0 0
HANCOCK HOLDING CO COM 410120109 183 3,700 SH   SOLE   3,700 0 0
HANESBRANDS INC COM 410345102 551 26,330 SH   SOLE   26,330 0 0
HANMI FINANCIAL CORP COM 410495204 15 500 SH   SOLE   500 0 0
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 15 620 SH   SOLE   620 0 0
THE HANOVER INSURANCE GROUP COM 410867105 3,459 32,000 SH   SOLE   32,000 0 0
HARLEY-DAVIDSON INC COM 412822108 5,630 110,661 SH   SOLE   110,661 0 0
HARMONIC INC COM 413160102 9 2,170 SH   SOLE   2,170 0 0
HARRIS CORP COM 413875105 3,715 26,230 SH   SOLE   26,230 0 0
HARSCO CORP COM 415864107 18 980 SH   SOLE   980 0 0
ITT HARTFORD GROUP INC COM 416515104 7,328 130,207 SH   SOLE   130,207 0 0
HASBRO INC COM 418056107 2,897 31,874 SH   SOLE   31,874 0 0
HAVERTY FURNITURE INC COM 419596101 125 5,500 SH   SOLE   5,500 0 0
HAWAIIAN ELECTRIC INDUSTRIES I COM 419870100 2,845 78,700 SH   SOLE   78,700 0 0
HAWAIIAN HOLDINGS INC COM 419879101 72 1,810 SH   SOLE   1,810 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 154 5,000 SH   SOLE   5,000 0 0
HEALTHCARE SERVICES GROUP INC COM 421906108 866 16,420 SH   SOLE   16,420 0 0
HEALTHCARE REALTY TRUST COM 421946104 2,545 79,220 SH   SOLE   79,220 0 0
HEALTHCARE TRUST OF AMERICA IN COM 42225P501 180 6,000 SH   SOLE   6,000 0 0
HEALTHEQUITY INC COM 42226A107 17 370 SH   SOLE   370 0 0
HECLA MINING CO COM 422704106 10 2,400 SH   SOLE   2,400 0 0
HEICO CORP COM 422806208 99 1,250 SH   SOLE   1,250 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 12 500 SH   SOLE   500 0 0
HELIX ENERGY SOLUTIONS GROUP I COM 42330P107 339 45,000 SH   SOLE   45,000 0 0
HELMERICH & PAYNE INC COM 423452101 7,762 120,080 SH   SOLE   120,080 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 3,958 33,840 SH   SOLE   33,840 0 0
HERC HOLDINGS INC COM 42704L104 29 467 SH   SOLE   467 0 0
HERITAGE FINANCIAL CORP/WA COM 42722X106 15 500 SH   SOLE   500 0 0
HERSHEY CO/THE COM 427866108 6,373 56,147 SH   SOLE   56,147 0 0
HERTZ GLOBAL HOLDINGS INC COM 42806J106 146 6,600 SH   SOLE   6,600 0 0
HESS CORP COM 42809H107 5,078 106,965 SH   SOLE   106,965 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 9,705 675,854 SH   SOLE   675,854 0 0
HEXCEL CORP COM 428291108 1,137 18,380 SH   SOLE   18,380 0 0
HIGHWOODS PROPERTIES INC COM 431284108 2,658 52,200 SH   SOLE   52,200 0 0
HILL-ROM HOLDINGS INC COM 431475102 3,286 38,980 SH   SOLE   38,980 0 0
HILLENBRAND INC COM 431571108 779 17,420 SH   SOLE   17,420 0 0
HILLTOP HOLDINGS INC COM 432748101 20 780 SH   SOLE   780 0 0
HILTON GRAND VACATIONS INC COM 43283X105 784 18,700 SH   SOLE   18,700 0 0
HILTON WORLDWIDE HOLDINGS INC COM 43300A203 144 1,800 SH   SOLE   1,800 0 0
HOLLYFRONTIER CORP COM 436106108 7,779 151,866 SH   SOLE   151,866 0 0
HOLOGIC INC COM 436440101 2,160 50,520 SH   SOLE   50,520 0 0
HOME BANCSHARES INC/AR COM 436893200 20 845 SH   SOLE   845 0 0
HOME DEPOT INC/THE COM 437076102 90,979 480,030 SH   OTR 1 479,997 0 33
HOMETRUST BANCSHARES INC COM 437872104 10 400 SH   SOLE   400 0 0
HONDA MOTOR CO LTD COM 438128308 8 259 SH   OTR 1 0 0 259
HONEYWELL INTERNATIONAL INC COM 438516106 45,517 296,815 SH   OTR 1 296,679 0 136
HOPE BANCORP INC COM 43940T109 1,080 59,181 SH   SOLE   59,181 0 0
HORACE MANN EDUCATORS COM 440327104 2,600 58,960 SH   SOLE   58,960 0 0
HORIZON BANCORP/IN COM 440407104 13 480 SH   SOLE   480 0 0
HORMEL FOODS CORP COM 440452100 2,051 56,364 SH   SOLE   56,364 0 0
HORIZON GLOBAL CORP COM 44052W104 7 470 SH   SOLE   470 0 0
HORTONWORKS INC COM 440894103 111 5,500 SH   SOLE   5,500 0 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 1,256 42,080 SH   SOLE   42,080 0 0
HOST HOTELS AND RESORTS INC COM 44107P104 3,882 195,591 SH   SOLE   195,591 0 0
THE HOWARD HUGHES CORP COM 44267D107 129 983 SH   SOLE   983 0 0
HUB GROUP INC-CL A COM 443320106 990 20,670 SH   SOLE   20,670 0 0
HUBBELL INC COM 443510607 1,421 10,500 SH   SOLE   10,500 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 11 310 SH   SOLE   310 0 0
HUMANA INC COM 444859102 18,087 72,912 SH   SOLE   72,912 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 3,326 28,925 SH   SOLE   28,925 0 0
HUNTINGTON BANCSHARES COM 446150104 3,579 245,820 SH   SOLE   245,820 0 0
HUNTINGTON INGALLS INDUSTRIES COM 446413106 691 2,930 SH   SOLE   2,930 0 0
HUNTSMAN CORP COM 447011107 2,577 77,410 SH   SOLE   77,410 0 0
HURON CONSULTING GROUP INC COM 447462102 243 6,000 SH   SOLE   6,000 0 0
HYSTER-YALE MATERIALS COM 449172105 298 3,500 SH   SOLE   3,500 0 0
IAC/INTERACTIVECORP COM 44919P508 1,614 13,200 SH   SOLE   13,200 0 0
ICU MED INC COM 44930G107 2,294 10,620 SH   SOLE   10,620 0 0
ILG INC COM 44967H101 566 19,891 SH   SOLE   19,891 0 0
IPG PHOTONICS CORP COM 44980X109 857 4,000 SH   SOLE   4,000 0 0
ISTAR INC COM 45031U101 185 16,400 SH   SOLE   16,400 0 0
ITT INC COM 45073V108 1,123 21,050 SH   SOLE   21,050 0 0
IBERIABANK CORP COM 450828108 23 300 SH   SOLE   300 0 0
IDACORP INC COM 451107106 11,504 125,915 SH   SOLE   125,915 0 0
IDEX CORP COM 45167R104 6,754 51,180 SH   SOLE   51,180 0 0
IDEXX LABS CORP COM 45168D104 9,765 62,445 SH   SOLE   62,445 0 0
ILLINOIS TOOL WORKS INC COM 452308109 25,771 154,455 SH   SOLE   154,455 0 0
ILLUMINA INC COM 452327109 3,013 13,790 SH   SOLE   13,790 0 0
IMMUNOGEN INC COM 45253H101 12 1,800 SH   SOLE   1,800 0 0
IMMUNOMEDICS INC COM 452907108 21 1,300 SH   SOLE   1,300 0 0
IMPERVA INC COM 45321L100 12 310 SH   SOLE   310 0 0
INCYTE CORP COM 45337C102 2,156 22,760 SH   SOLE   22,760 0 0
INDEPENDENCE CONTRACT DRILLING COM 453415309 14 3,450 SH   SOLE   3,450 0 0
INDEPENDENCE REALTY TRUST INC COM 45378A106 593 58,800 SH   SOLE   58,800 0 0
INDEPENDENT BANK CORP COM 453836108 713 10,210 SH   SOLE   10,210 0 0
INFINITY PROPERTY & CASUALTY COM 45665Q103 964 9,090 SH   SOLE   9,090 0 0
INFINERA CORP COM 45667G103 9 1,500 SH   SOLE   1,500 0 0
INGEVITY CORP COM 45688C107 460 6,522 SH   SOLE   6,522 0 0
INGLES MARKETS INC -CL A COM 457030104 443 12,800 SH   SOLE   12,800 0 0
INGREDION INC COM 457187102 7,401 52,940 SH   SOLE   52,940 0 0
INSIGHT ENTERPRISES INC COM 45765U103 230 6,000 SH   SOLE   6,000 0 0
INSMED INC COM 457669307 25 800 SH   SOLE   800 0 0
INNOSPEC INC COM 45768S105 403 5,710 SH   SOLE   5,710 0 0
INNOPHOS HOLDINGS INC COM 45774N108 171 3,660 SH   SOLE   3,660 0 0
INSTEEL INDUSTRIES INC COM 45774W108 347 12,250 SH   SOLE   12,250 0 0
INSPERITY INC COM 45778Q107 1,761 30,700 SH   SOLE   30,700 0 0
INOVALON HOLDINGS INC COM 45781D101 105 7,000 SH   SOLE   7,000 0 0
INNOVIVA INC COM 45781M101 13 900 SH   SOLE   900 0 0
INSULET CORP COM 45784P101 32 470 SH   SOLE   470 0 0
INTEGRA LIFESCIENCES HOLDINGS COM 457985208 1,207 25,220 SH   SOLE   25,220 0 0
INTEGRATED DEVICE TECHNOLOGY I COM 458118106 24 800 SH   SOLE   800 0 0
INTEL CORP COM 458140100 90,128 1,952,671 SH   OTR 1 1,951,605 0 1,066
INTEGER HOLDINGS CORP COM 45826H109 1,726 38,100 SH   SOLE   38,100 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 154 8,000 SH   SOLE   8,000 0 0
INTER PARFUMS INC COM 458334109 9 200 SH   SOLE   200 0 0
INTERACTIVE BROKERS GROUP INC COM 45841N107 89 1,500 SH   SOLE   1,500 0 0
INTERFACE INC COM 458665304 16 640 SH   SOLE   640 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 11,967 169,605 SH   SOLE   169,605 0 0
INTERDIGITAL INC COM 45867G101 461 6,060 SH   SOLE   6,060 0 0
INTERNATIONAL BANCSHARES CRP COM 459044103 1,667 41,980 SH   SOLE   41,980 0 0
IBM COM 459200101 71,797 467,362 SH   SOLE   467,362 0 0
INTERNATIONAL FLAVORS & FRAGRA COM 459506101 2,621 17,177 SH   SOLE   17,177 0 0
INTERNATIONAL PAPER CO COM 460146103 11,212 193,513 SH   SOLE   193,513 0 0
INTL SPEEDWAY CORP-CL A COM 460335201 611 15,320 SH   SOLE   15,320 0 0
INTERPUBLIC GROUP OF COS INC/T COM 460690100 2,004 99,403 SH   SOLE   99,403 0 0
INTUIT INC COM 461202103 17,730 112,371 SH   SOLE   112,371 0 0
INTUITIVE SURGICAL INC COM 46120E602 11,230 30,771 SH   SOLE   30,771 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 107 6,000 SH   SOLE   6,000 0 0
INVESTORS BANCORP INC COM 46146L101 18 1,270 SH   SOLE   1,270 0 0
INVITATION HOMES INC COM 46187W107 272 11,550 SH   SOLE   11,550 0 0
IQVIA HOLDINGS INC COM 46266C105 920 9,400 SH   SOLE   9,400 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 13 1,060 SH   SOLE   1,060 0 0
IROBOT CORP COM 462726100 12 160 SH   SOLE   160 0 0
IRON MOUNTAIN INC COM 46284V101 3,347 88,700 SH   SOLE   88,700 0 0
IRONWOOD PHARMACEUTICALS INC COM 46333X108 104 6,960 SH   SOLE   6,960 0 0
ISHARES MSCI CANADA COM 464286509 5,483 185,000 SH   SOLE   185,000 0 0
ISHARES CORE S&P 500 ETF COM 464287200 87,498 325,454 SH   SOLE   325,454 0 0
ISHARES MSCI EAFE ETF COM 464287465 40,087 570,150 SH   SOLE   570,150 0 0
ISHARES NATIONAL MUNI BOND ETF COM 464288414 49,861 450,250 SH   SOLE   450,250 0 0
ISHARES CORE MSCI TOTAL INTERN COM 46432F834 1,482 23,500 SH   SOLE   23,500 0 0
ISHARES CORE MSCI EAFE ETF COM 46432F842 41,971 635,051 SH   SOLE   635,051 0 0
ISHARES CORE MSCI EMERGING MAR COM 46434G103 153,919 2,742,203 SH   SOLE   2,742,203 0 0
ITRON INC COM 465741106 16 230 SH   SOLE   230 0 0
JBG SMITH PROPERTIES COM 46590V100 991 28,534 SH   SOLE   28,534 0 0
J & J SNACK FOODS CORP COM 466032109 182 1,200 SH   SOLE   1,200 0 0
JP MORGAN CHASE & CO COM 46625H100 138,969 1,299,553 SH   OTR 1 1,299,224 0 329
JABIL INC COM 466313103 1,289 49,100 SH   SOLE   49,100 0 0
JACK IN THE BOX INC COM 466367109 21 210 SH   SOLE   210 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 1,745 26,455 SH   SOLE   26,455 0 0
JELD-WEN HOLDING INC COM 47580P103 63 1,600 SH   SOLE   1,600 0 0
JETBLUE AIRWAYS CORP COM 477143101 67 3,000 SH   SOLE   3,000 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,242 11,212 SH   SOLE   11,212 0 0
JOHNSON & JOHNSON COM 478160104 143,974 1,030,445 SH   SOLE   1,030,445 0 0
JONES LANG LASALLE COM 48020Q107 3,635 24,410 SH   SOLE   24,410 0 0
J2 GLOBAL INC COM 48123V102 2,420 32,250 SH   SOLE   32,250 0 0
JUNIPER NETWORKS INC COM 48203R104 513 18,011 SH   SOLE   18,011 0 0
JUNO THERAPEUTICS INC COM 48205A109 411 9,000 SH   SOLE   9,000 0 0
KAR AUCTION SERVICES COM 48238T109 217 4,290 SH   SOLE   4,290 0 0
KBR INC COM 48242W106 1,109 55,928 SH   SOLE   55,928 0 0
KLA-TENCOR CORP COM 482480100 3,937 37,469 SH   SOLE   37,469 0 0
KKR & CO LP COM 48248M102 3 150 SH   OTR 1 0 0 150
KLX INC COM 482539103 1,248 18,280 SH   SOLE   18,280 0 0
KMG CHEMICALS INC COM 482564101 40 600 SH   SOLE   600 0 0
KADANT INC COM 48282T104 221 2,200 SH   SOLE   2,200 0 0
KAISER ALUMINUM CORP COM 483007704 1,127 10,550 SH   SOLE   10,550 0 0
KAMAN CORP COM 483548103 330 5,600 SH   SOLE   5,600 0 0
KANSAS CITY SOUTHERN COM 485170302 5,657 53,760 SH   SOLE   53,760 0 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 211 9,300 SH   SOLE   9,300 0 0
KB HOME COM 48666K109 1,169 36,600 SH   SOLE   36,600 0 0
KELLOGG CO COM 487836108 5,056 74,377 SH   SOLE   74,377 0 0
KELLY SERVICES INC-CL A COM 488152208 109 4,000 SH   SOLE   4,000 0 0
KEMPER CORP COM 488401100 5,651 82,020 SH   SOLE   82,020 0 0
KENNAMETAL INC COM 489170100 1,213 25,050 SH   SOLE   25,050 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 73 4,230 SH   SOLE   4,230 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 7 1,600 SH   SOLE   1,600 0 0
KEYCORP NEW COM 493267108 3,805 188,627 SH   SOLE   188,627 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,209 53,100 SH   SOLE   53,100 0 0
KILROY REALTY CORP COM 49427F108 1,857 24,875 SH   SOLE   24,875 0 0
KIMBERLY-CLARK CORP COM 494368103 16,953 140,500 SH   SOLE   140,500 0 0
KIMCO REALTY CORP COM 49446R109 1,864 102,721 SH   SOLE   102,721 0 0
KINDER MORGAN INC COM 49456B101 6,708 371,201 SH   OTR 1 371,031 0 170
KINDRED HEALTHCARE INC COM 494580103 8 850 SH   SOLE   850 0 0
KIRBY CORP COM 497266106 1,852 27,720 SH   SOLE   27,720 0 0
KITE REALTY GROUP TRUST COM 49803T300 286 14,600 SH   SOLE   14,600 0 0
KNOLL INC COM 498904200 203 8,820 SH   SOLE   8,820 0 0
KNIGHT-SWIFT TRANSPORTATION HO COM 499049104 1,257 28,751 SH   SOLE   28,751 0 0
KNOWLES CORP COM 49926D109 778 53,100 SH   SOLE   53,100 0 0
KOHL'S CORP COM 500255104 4,035 74,410 SH   SOLE   74,410 0 0
KORN/FERRY INTERNATIONAL COM 500643200 38 920 SH   SOLE   920 0 0
KRAFT HEINZ CO/THE COM 500754106 15,894 204,404 SH   OTR 1 204,337 0 67
KRATON CORPORATION COM 50077C106 68 1,410 SH   SOLE   1,410 0 0
KROGER CO/THE COM 501044101 7,194 262,078 SH   SOLE   262,078 0 0
L BRANDS INC COM 501797104 4,261 70,765 SH   SOLE   70,765 0 0
LKQ CORP COM 501889208 3,097 76,140 SH   SOLE   76,140 0 0
LCI INDUSTRIES COM 50189K103 1,854 14,260 SH   SOLE   14,260 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 457 8,000 SH   SOLE   8,000 0 0
LSB INDUSTRIES INC COM 502160104 316 36,100 SH   SOLE   36,100 0 0
LTC PROPERTIES INC COM 502175102 3,059 70,230 SH   SOLE   70,230 0 0
LSC COMMUNICATIONS INC COM 50218P107 199 13,150 SH   SOLE   13,150 0 0
L3 TECHNOLOGIES INC COM 502413107 4,081 20,627 SH   SOLE   20,627 0 0
LA QUINTA HOLDINGS INC COM 50420D108 271 14,700 SH   SOLE   14,700 0 0
LA Z BOY CHAIR CO COM 505336107 481 15,420 SH   SOLE   15,420 0 0
LABORATORY CORP OF AMERICA HOL COM 50540R409 7,104 44,535 SH   SOLE   44,535 0 0
LADDER CAPITAL CORP COM 505743104 75 5,500 SH   SOLE   5,500 0 0
LAKELAND BANCORP INC COM 511637100 15 800 SH   SOLE   800 0 0
LAM RESEARCH CORP COM 512807108 12,441 67,591 SH   SOLE   67,591 0 0
LAMAR ADVERTISING CO COM 512816109 1,806 24,330 SH   SOLE   24,330 0 0
LAMB WESTON HOLDINGS INC COM 513272104 3,699 65,534 SH   SOLE   65,534 0 0
LANCASTER COLONY CORP COM 513847103 14 110 SH   SOLE   110 0 0
LANDSTAR SYSTEM INC COM 515098101 2,254 21,650 SH   SOLE   21,650 0 0
LANNETT CO INC COM 516012101 23 1,000 SH   SOLE   1,000 0 0
LAS VEGAS SANDS CORP COM 517834107 8,487 122,133 SH   OTR 1 122,110 0 23
LASALLE HOTEL PROPERTIES COM 517942108 1,700 60,580 SH   SOLE   60,580 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 13 2,190 SH   SOLE   2,190 0 0
LAUDER ESTEE COS INC COM 518439104 10,169 79,952 SH   OTR 1 79,863 0 89
LEAR CORP COM 521865204 1,619 9,166 SH   SOLE   9,166 0 0
LEGGETT & PLATT INC COM 524660107 950 19,910 SH   SOLE   19,910 0 0
LEGG MASON INC COM 524901105 4,057 96,630 SH   SOLE   96,630 0 0
LEIDOS HOLDINGS INC COM 525327102 1,000 15,490 SH   SOLE   15,490 0 0
LENDINGCLUB CORP COM 52603A109 6 1,540 SH   SOLE   1,540 0 0
LENNAR CORP COM 526057104 3,176 50,223 SH   SOLE   50,223 0 0
LENNAR CORP COM 526057302 51 984 SH   SOLE   984 0 0
LENNOX INTERNATIONAL INC COM 526107107 2,175 10,445 SH   SOLE   10,445 0 0
LEUCADIA NATIONAL CORP COM 527288104 4,040 152,492 SH   SOLE   152,492 0 0
LEXICON PHARMACEUTICALS INC COM 528872302 6 640 SH   SOLE   640 0 0
LEXINGTON REALTY TRUST COM 529043101 11 1,170 SH   SOLE   1,170 0 0
LIBERTY EXPEDIA HOLDINGS INC COM 53046P109 68 1,530 SH   SOLE   1,530 0 0
LIBERTY INTERACTIVE CORP QVC G COM 53071M104 1,074 43,970 SH   SOLE   43,970 0 0
LIBERTY VENTURES SERIES A COM 53071M856 124 2,295 SH   SOLE   2,295 0 0
LIBERTY PROPERTY TRUST COM 531172104 2,406 55,930 SH   SOLE   55,930 0 0
LIBERTY MEDIA CORP-LIBERTY SIR COM 531229607 1,190 30,000 SH   SOLE   30,000 0 0
LIBERTY TAX INC COM 53128T102 7 600 SH   SOLE   600 0 0
LIBERTY TRIPADVISOR HOLDINGS I COM 531465102 0 6 SH   SOLE   6 0 0
LIFEPOINT HEALTH INC COM 53219L109 90 1,800 SH   SOLE   1,800 0 0
LIGAND PHARMACEUTICALS INC COM 53220K504 21 150 SH   SOLE   150 0 0
LIFE STORAGE INC COM 53223X107 1,692 19,000 SH   SOLE   19,000 0 0
ELI LILLY & CO COM 532457108 31,467 372,594 SH   OTR 1 372,283 0 311
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 1,636 17,869 SH   SOLE   17,869 0 0
LINCOLN NATL CORP IND COM 534187109 4,770 62,057 SH   SOLE   62,057 0 0
LIQUIDITY SERVICES INC COM 53635B107 7 1,400 SH   SOLE   1,400 0 0
LITHIA MOTORS INC COM 536797103 18 160 SH   SOLE   160 0 0
LITTELFUSE INC COM 537008104 1,357 6,860 SH   SOLE   6,860 0 0
LIVE NATION ENTERTAINMENT INC COM 538034109 1,162 27,297 SH   SOLE   27,297 0 0
LOCKHEED MARTIN CORP COM 539830109 30,869 96,150 SH   OTR 1 96,137 0 13
LOEWS CORP COM 540424108 5,291 105,752 SH   SOLE   105,752 0 0
LOGMEIN INC COM 54142L109 902 7,880 SH   SOLE   7,880 0 0
LOUISIANA-PACIFIC CORP COM 546347105 3,143 119,670 SH   SOLE   119,670 0 0
LOWES COS INC COM 548661107 30,459 327,728 SH   SOLE   327,728 0 0
LULULEMON ATHLETICA INC COM 550021109 24 300 SH   SOLE   300 0 0
LUMENTUM HOLDINGS INC COM 55024U109 18 370 SH   SOLE   370 0 0
LUMINEX CORP COM 55027E102 14 700 SH   SOLE   700 0 0
LYDALL INC COM 550819106 254 5,000 SH   SOLE   5,000 0 0
M & T BANK CORPORATION COM 55261F104 12,111 70,830 SH   SOLE   70,830 0 0
MB FINANCIAL INC COM 55264U108 18 400 SH   SOLE   400 0 0
MDC HOLDINGS INC COM 552676108 1,092 34,267 SH   SOLE   34,267 0 0
MDU RES GROUP INC COM 552690109 2,480 92,255 SH   SOLE   92,255 0 0
MGE ENERGY INC COM 55277P104 1,058 16,760 SH   SOLE   16,760 0 0
MGIC INVESTMENT CORP COM 552848103 101 7,190 SH   SOLE   7,190 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,554 46,539 SH   OTR 1 46,400 0 139
MGP INGREDIENTS INC COM 55303J106 69 900 SH   SOLE   900 0 0
MKS INSTRUMENTS INC COM 55306N104 1,606 16,990 SH   SOLE   16,990 0 0
MRC GLOBAL INC COM 55345K103 8 500 SH   SOLE   500 0 0
MSA SAFETY INC COM 553498106 202 2,610 SH   SOLE   2,610 0 0
MSC INDUSTRIAL DIRECT CO INC COM 553530106 1,432 14,810 SH   SOLE   14,810 0 0
MSCI INC COM 55354G100 2,281 18,022 SH   SOLE   18,022 0 0
MSG NETWORKS INC COM 553573106 465 22,955 SH   SOLE   22,955 0 0
MTS SYSTEMS CORP COM 553777103 768 14,300 SH   SOLE   14,300 0 0
MTGE INVESTMENT CORP COM 55378A105 6 300 SH   SOLE   300 0 0
MACERICH CO/THE COM 554382101 2,709 41,242 SH   SOLE   41,242 0 0
MACK-CALI REALTY CORP COM 554489104 537 24,900 SH   SOLE   24,900 0 0
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 687 10,700 SH   SOLE   10,700 0 0
MACY'S INC COM 55616P104 2,346 93,124 SH   SOLE   93,124 0 0
STEVEN MADDEN LTD COM 556269108 17 370 SH   SOLE   370 0 0
MADISON SQUARE GARDEN CO/THE COM 55825T103 1,084 5,139 SH   SOLE   5,139 0 0
MAGELLAN HEALTH INC COM 559079207 1,951 20,210 SH   SOLE   20,210 0 0
MAIN STREET CAPITAL CORP COM 56035L104 79 2,000 SH   SOLE   2,000 0 0
MANHATTAN ASSOCIATES INC COM 562750109 129 2,600 SH   SOLE   2,600 0 0
MANITOWOC COMPANY INC COM 563571405 60 1,525 SH   SOLE   1,525 0 0
MANPOWERGROUP INC COM 56418H100 1,866 14,800 SH   SOLE   14,800 0 0
MANTECH INTERNATIONAL CORP/VA COM 564563104 14 270 SH   SOLE   270 0 0
MARATHON OIL CORP COM 565849106 1,592 94,046 SH   SOLE   94,046 0 0
MARATHON PETROLEUM CORP COM 56585A102 16,000 242,516 SH   OTR 1 242,400 0 116
MARCUS & MILLICHAP INC COM 566324109 355 10,900 SH   SOLE   10,900 0 0
MARCUS CORP COM 566330106 274 10,000 SH   SOLE   10,000 0 0
MARKEL CORP COM 570535104 2,392 2,100 SH   SOLE   2,100 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 847 4,200 SH   SOLE   4,200 0 0
MARRIOTT VACATIONS WORLDWIDE CORP COM 57164Y107 1,107 8,186 SH   SOLE   8,186 0 0
MARSH & MCLENNAN COS INC COM 571748102 20,744 254,869 SH   SOLE   254,869 0 0
MARRIOTT INTERNATIONAL INC/MD COM 571903202 13,798 101,656 SH   SOLE   101,656 0 0
MARTEN TRANSPORT LTD COM 573075108 13 616 SH   SOLE   616 0 0
MARTIN MARIETTA MATERIALS INC COM 573284106 2,199 9,950 SH   SOLE   9,950 0 0
MASCO CORP COM 574599106 1,994 45,378 SH   SOLE   45,378 0 0
MASIMO CORP COM 574795100 24 280 SH   SOLE   280 0 0
MASTEC INC COM 576323109 25 520 SH   SOLE   520 0 0
MASTERCARD INC COM 57636Q104 56,613 374,046 SH   OTR 1 373,950 0 96
MATADOR RESOURCES CO COM 576485205 27 880 SH   SOLE   880 0 0
MATERION CORP COM 576690101 1,131 23,280 SH   SOLE   23,280 0 0
MATRIX SERVICE CO COM 576853105 187 10,500 SH   SOLE   10,500 0 0
MATSON INC COM 57686G105 862 28,890 SH   SOLE   28,890 0 0
MATTEL INC COM 577081102 616 40,022 SH   SOLE   40,022 0 0
MATTHEWS INTL CORP- CL A COM 577128101 1 20 SH   SOLE   20 0 0
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 7,052 134,885 SH   SOLE   134,885 0 0
MAXLINEAR INC COM 57776J100 15 570 SH   SOLE   570 0 0
MAXIMUS INC COM 577933104 2,845 39,740 SH   SOLE   39,740 0 0
MBT FINANCIAL CORP COM 578877102 13 1,270 SH   SOLE   1,270 0 0
MCCORMICK & CO INC/MD COM 579780206 1,817 17,832 SH   SOLE   17,832 0 0
MCDONALD'S CORP COM 580135101 54,489 316,598 SH   OTR 1 316,476 0 122
MCGRATH RENTCORP COM 580589109 14 300 SH   SOLE   300 0 0
MCKESSON CORP COM 58155Q103 14,236 91,301 SH   OTR 1 91,152 0 149
MEDICAL PROPERTIES TRUST INC COM 58463J304 1,512 109,730 SH   SOLE   109,730 0 0
MEDICINES CO/THE COM 584688105 295 10,780 SH   SOLE   10,780 0 0
MEDIFAST INC COM 58470H101 142 2,040 SH   SOLE   2,040 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 42 670 SH   SOLE   670 0 0
MEDNAX INC COM 58502B106 1,823 34,120 SH   SOLE   34,120 0 0
MEET GROUP INC/THE COM 58513U101 6 2,200 SH   SOLE   2,200 0 0
MERCK & CO INC COM 58933Y105 61,717 1,096,796 SH   SOLE   1,096,796 0 0
MERCURY GENERAL CORP COM 589400100 876 16,400 SH   SOLE   16,400 0 0
MEREDITH CORP COM 589433101 1,493 22,610 SH   SOLE   22,610 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 182 13,020 SH   SOLE   13,020 0 0
MERIDIAN BANCORP INC COM 58958U103 15 750 SH   SOLE   750 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 15 350 SH   SOLE   350 0 0
MERITAGE HOMES CORP COM 59001A102 708 13,820 SH   SOLE   13,820 0 0
MERITOR INC COM 59001K100 15 640 SH   SOLE   640 0 0
MERRIMACK PHARMACEUTICALS INC COM 590328209 59 5,800 SH   SOLE   5,800 0 0
META FINANCIAL GROUP INC COM 59100U108 7 80 SH   SOLE   80 0 0
METHODE ELECTRONICS INC COM 591520200 11 270 SH   SOLE   270 0 0
METLIFE INC COM 59156R108 14,580 288,363 SH   OTR 1 288,263 0 100
METTLER-TOLEDO INTERNATIONAL I COM 592688105 10,142 16,370 SH   SOLE   16,370 0 0
MICRO FOCUS INTERNATIONAL PLC COM 594837304 2,705 80,518 SH   SOLE   80,518 0 0
MICROSOFT CORP COM 594918104 235,398 2,751,967 SH   OTR 1 2,751,709 0 258
MICROSTRATEGY INC COM 594972408 59 450 SH   SOLE   450 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 4,783 54,421 SH   SOLE   54,421 0 0
MICRON TECHNOLOGY INC COM 595112103 12,728 309,524 SH   OTR 1 309,429 0 95
MICROSEMI CORP COM 595137100 1,570 30,390 SH   SOLE   30,390 0 0
MID-AMERICA APARTMENT COMMUNIT COM 59522J103 9,139 90,880 SH   SOLE   90,880 0 0
MIDDLEBY CORP COM 596278101 54 400 SH   SOLE   400 0 0
MIDDLESEX WATER CO COM 596680108 16 410 SH   SOLE   410 0 0
HERMAN MILLER INC COM 600544100 479 11,970 SH   SOLE   11,970 0 0
MIMEDX GROUP INC COM 602496101 69 5,440 SH   SOLE   5,440 0 0
MINERALS TECHNOLOGIES INC COM 603158106 796 11,560 SH   SOLE   11,560 0 0
MOBILE MINI INC COM 60740F105 11 320 SH   SOLE   320 0 0
MOELIS & CO COM 60786M105 179 3,700 SH   SOLE   3,700 0 0
MOHAWK INDUSTRIES INC COM 608190104 8,510 30,845 SH   SOLE   30,845 0 0
MOLINA HEALTHCARE INC COM 60855R100 388 5,060 SH   SOLE   5,060 0 0
MOLSON COORS BREWING CO COM 60871R209 3,799 46,288 SH   SOLE   46,288 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 11 780 SH   SOLE   780 0 0
MONDELEZ INTERNATIONAL COM 609207105 23,533 549,841 SH   OTR 1 549,532 0 309
MONMOUTH REAL ESTATE INVESTMEN COM 609720107 21 1,170 SH   SOLE   1,170 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 585 5,210 SH   SOLE   5,210 0 0
MONOTYPE IMAGING HOLDINGS INC COM 61022P100 15 610 SH   SOLE   610 0 0
MONRO INC COM 610236101 15 270 SH   SOLE   270 0 0
MONSANTO CO COM 61166W101 22,057 188,877 SH   SOLE   188,877 0 0
MONSTER BEVERAGE CORP COM 61174X109 9,062 143,190 SH   SOLE   143,190 0 0
MOODY'S CORP COM 615369105 9,053 61,333 SH   SOLE   61,333 0 0
MOOG INC COM 615394202 852 9,810 SH   SOLE   9,810 0 0
MORGAN STANLEY COM 617446448 34,790 671,485 SH   OTR 1 671,214 0 271
MOSAIC COMPANY COM 61945C103 970 37,805 SH   SOLE   37,805 0 0
MOTOROLA SOLUTIONS INC COM 620076307 8,291 91,773 SH   SOLE   91,773 0 0
MOVADO GROUP COM 624580106 502 15,600 SH   SOLE   15,600 0 0
MUELLER INDUSTRIES INC COM 624756102 177 5,000 SH   SOLE   5,000 0 0
MUELLER WATER PRODUCTS INC COM 624758108 15 1,220 SH   SOLE   1,220 0 0
MURPHY OIL CORP COM 626717102 2,981 96,000 SH   SOLE   96,000 0 0
MURPHY USA INC COM 626755102 1,997 24,850 SH   SOLE   24,850 0 0
MYERS INDS INC COM 628464109 94 4,800 SH   SOLE   4,800 0 0
N B T BANCORP INC COM 628778102 368 10,000 SH   SOLE   10,000 0 0
NCI BUILDING SYS INC COM 628852204 345 17,880 SH   SOLE   17,880 0 0
NCR CORP COM 62886E108 124 3,650 SH   SOLE   3,650 0 0
NIC INC COM 62914B100 547 32,930 SH   SOLE   32,930 0 0
NMI HOLDINGS INC COM 629209305 163 9,580 SH   SOLE   9,580 0 0
NN INC COM 629337106 55 2,000 SH   SOLE   2,000 0 0
NRG ENERGY INC COM 629377508 1,279 44,900 SH   SOLE   44,900 0 0
NRG YIELD INC COM 62942X306 8 400 SH   SOLE   400 0 0
NRG YIELD INC COM 62942X405 649 34,350 SH   SOLE   34,350 0 0
NVE CORP COM 629445206 9 100 SH   SOLE   100 0 0
NVR INC COM 62944T105 2,221 633 SH   SOLE   633 0 0
NASDAQ INC COM 631103108 4,489 58,425 SH   SOLE   58,425 0 0
NATERA INC COM 632307104 86 9,600 SH   SOLE   9,600 0 0
NATHANS FAMOUS INC COM 632347100 102 1,350 SH   SOLE   1,350 0 0
NATIONAL BEVERAGE CORP COM 635017106 10 100 SH   SOLE   100 0 0
NATIONAL CINEMEDIA INC COM 635309107 129 18,790 SH   SOLE   18,790 0 0
NATIONAL HEALTHCARE CORP COM 635906100 110 1,800 SH   SOLE   1,800 0 0
NATIONAL FUEL GAS CO COM 636180101 2,529 46,060 SH   SOLE   46,060 0 0
NATL HEALTH INVESTORS INC COM 63633D104 1,497 19,860 SH   SOLE   19,860 0 0
NATIONAL INSTRS CORP COM 636518102 1,623 38,975 SH   SOLE   38,975 0 0
NATIONAL OILWELL VARCO INC COM 637071101 5,568 154,564 SH   OTR 1 154,214 0 350
NATIONAL PRESTO INDS INC COM 637215104 124 1,250 SH   SOLE   1,250 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 4,371 101,350 SH   SOLE   101,350 0 0
NATIONAL STORAGE AFFILIATES TR COM 637870106 24 880 SH   SOLE   880 0 0
NATIONSTAR MORTGAGE HOLDINGS I COM 63861C109 25 1,330 SH   SOLE   1,330 0 0
NATURAL GAS SERVICES CORP COM 63886Q109 234 8,950 SH   SOLE   8,950 0 0
NAVIGATORS GROUP INC COM 638904102 39 800 SH   SOLE   800 0 0
NATUS MEDICAL INC COM 639050103 10 270 SH   SOLE   270 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 25 590 SH   SOLE   590 0 0
NAVIENT CORP COM 63938C108 1,413 106,053 SH   SOLE   106,053 0 0
NEENAH INC COM 640079109 390 4,300 SH   SOLE   4,300 0 0
NEKTAR THERAPEUTICS COM 640268108 51 850 SH   SOLE   850 0 0
NELNET INC COM 64031N108 274 5,000 SH   SOLE   5,000 0 0
NEOGEN CORP COM 640491106 1,557 18,935 SH   SOLE   18,935 0 0
NEOS THERAPEUTICS INC COM 64052L106 115 11,300 SH   SOLE   11,300 0 0
NETAPP INC COM 64110D104 4,460 80,628 SH   SOLE   80,628 0 0
NETFLIX INC COM 64110L106 27,465 143,075 SH   SOLE   143,075 0 0
NETGEAR INC COM 64111Q104 1,788 30,430 SH   SOLE   30,430 0 0
NETSCOUT SYSTEMS INC COM 64115T104 6,797 223,224 SH   SOLE   223,224 0 0
NEVRO CORP COM 64157F103 11 160 SH   SOLE   160 0 0
NEW JERSEY RESOURCES CORP COM 646025106 2,809 69,880 SH   SOLE   69,880 0 0
NEW MEDIA INVESTMENT GROUP INC COM 64704V106 357 21,250 SH   SOLE   21,250 0 0
NEW RESIDENTIAL INVESTMENT COR COM 64828T201 753 42,100 SH   SOLE   42,100 0 0
NEW SENIOR INVESTMENT GROUP IN COM 648691103 217 28,700 SH   SOLE   28,700 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 2,143 164,570 SH   SOLE   164,570 0 0
NEW YORK TIMES CO COM 650111107 315 17,020 SH   SOLE   17,020 0 0
NEWELL BRANDS INC COM 651229106 2,161 69,941 SH   SOLE   69,941 0 0
NEWFIELD EXPLORATION CO COM 651290108 3,916 124,200 SH   SOLE   124,200 0 0
NEWMARKET CORP COM 651587107 79 200 SH   SOLE   200 0 0
NEWMONT MINING CORP COM 651639106 5,497 146,512 SH   SOLE   146,512 0 0
NEWPARK RESOURCES INC COM 651718504 13 1,500 SH   SOLE   1,500 0 0
NEWS CORP COM 65249B109 3,529 217,679 SH   SOLE   217,679 0 0
NEWTEK BUSINESS SERVICES CORP COM 652526203 74 4,000 SH   SOLE   4,000 0 0
NEXSTAR MEDIA GROUP INC COM 65336K103 21 270 SH   SOLE   270 0 0
NEXTERA ENERGY INC COM 65339F101 14,360 91,949 SH   OTR 1 91,865 0 84
NIKE INC COM 654106103 30,983 495,345 SH   OTR 1 495,225 0 120
NTT COM 654624105 2 49 SH   OTR 1 0 0 49
NISOURCE INC COM 65473P105 2,626 102,300 SH   SOLE   102,300 0 0
NOBLE AFFILIATES INC COM 655044105 2,642 90,655 SH   SOLE   90,655 0 0
NORDSON CORP COM 655663102 1,962 13,400 SH   SOLE   13,400 0 0
NORDSTROM INC COM 655664100 2,157 45,518 SH   SOLE   45,518 0 0
NORFOLK SOUTHERN CORP COM 655844108 18,594 128,324 SH   SOLE   128,324 0 0
NORTHERN TR CORP COM 665859104 5,631 56,370 SH   SOLE   56,370 0 0
NORTHRIM BANCORP INC COM 666762109 16 480 SH   SOLE   480 0 0
NORTHROP GRUMMAN CORP COM 666807102 24,783 80,750 SH   SOLE   80,750 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 54 4,000 SH   SOLE   4,000 0 0
NORTHWEST BANCSHARES INC COM 667340103 228 13,630 SH   SOLE   13,630 0 0
NORTHWEST NATURAL GAS COM 667655104 492 8,250 SH   SOLE   8,250 0 0
NORTHWESTERN CORP COM 668074305 4,631 77,565 SH   SOLE   77,565 0 0
NOVARTIS AG-ADR COM 66987V109 21 278 SH   OTR 1 0 0 278
NOW INC COM 67011P100 70 6,375 SH   SOLE   6,375 0 0
NU SKIN ENTERPRISES INC - CL A COM 67018T105 437 6,400 SH   SOLE   6,400 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 339 20,730 SH   SOLE   20,730 0 0
NUCOR CORP COM 670346105 7,630 120,012 SH   SOLE   120,012 0 0
NVIDIA CORP COM 67066G104 30,950 159,946 SH   SOLE   159,946 0 0
NUTRISYSTEM INC COM 67069D108 69 1,310 SH   SOLE   1,310 0 0
NUVASIVE INC COM 670704105 19 320 SH   SOLE   320 0 0
NXSTAGE MEDICAL INC COM 67072V103 14 580 SH   SOLE   580 0 0
OGE ENERGY CORP COM 670837103 12,058 366,400 SH   SOLE   366,400 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 8,124 33,772 SH   SOLE   33,772 0 0
OFG BANCORP COM 67103X102 1,114 118,500 SH   SOLE   118,500 0 0
OSI SYSTEMS INC COM 671044105 587 9,110 SH   SOLE   9,110 0 0
OASIS PETROLEUM INC COM 674215108 22 2,600 SH   SOLE   2,600 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 19,640 266,641 SH   OTR 1 266,502 0 139
OCEANEERING INTERNATIONAL INC COM 675232102 284 13,420 SH   SOLE   13,420 0 0
OCWEN FINANCIAL CORP COM 675746309 10 3,200 SH   SOLE   3,200 0 0
OFFICE DEPOT INC COM 676220106 109 30,860 SH   SOLE   30,860 0 0
OIL STATES INTERNATIONAL INC COM 678026105 507 17,930 SH   SOLE   17,930 0 0
OLD DOMINION FREIGHT LINE INC COM 679580100 4,210 32,000 SH   SOLE   32,000 0 0
OLD NATIONAL BANCORP COM 680033107 820 47,010 SH   SOLE   47,010 0 0
OLD REP INTL CORP COM 680223104 3,797 177,580 SH   SOLE   177,580 0 0
OLIN CORP COM 680665205 314 8,820 SH   SOLE   8,820 0 0
OLLIES BARGAIN OUTLET HOLDING COM 681116109 373 7,000 SH   SOLE   7,000 0 0
OMNICOM GROUP INC COM 681919106 5,520 75,795 SH   SOLE   75,795 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 2,432 88,300 SH   SOLE   88,300 0 0
OMNICELL INC COM 68213N109 18 370 SH   SOLE   370 0 0
ON ASSIGNMENT INC COM 682159108 43 670 SH   SOLE   670 0 0
ON DECK CAPITAL INC COM 682163100 79 13,700 SH   SOLE   13,700 0 0
ON SEMICONDUCTOR CORPORATION COM 682189105 98 4,700 SH   SOLE   4,700 0 0
ONE GAS INC COM 68235P108 2,645 36,105 SH   SOLE   36,105 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 13 520 SH   SOLE   520 0 0
ONEOK INC COM 682680103 9,160 171,381 SH   SOLE   171,381 0 0
ORACLE CORP COM 68389X105 57,001 1,205,643 SH   OTR 1 1,205,411 0 232
OPUS BANK COM 684000102 8 300 SH   SOLE   300 0 0
ORANGE - SPON ADR COM 684060106 10 651 SH   OTR 1 0 0 651
ORBITAL ATK INC COM 68557N103 1,395 10,610 SH   SOLE   10,610 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 232 25,000 SH   SOLE   25,000 0 0
ORITANI FINANCIAL CORP COM 68633D103 254 15,500 SH   SOLE   15,500 0 0
ORMAT TECHNOLOGIES INC COM 686688102 803 12,550 SH   SOLE   12,550 0 0
OSHKOSH CORP COM 688239201 8,589 94,500 SH   SOLE   94,500 0 0
OTTER TAIL CORPORATION COM 689648103 276 6,220 SH   SOLE   6,220 0 0
OUTFRONT MEDIA INC COM 69007J106 817 35,196 SH   SOLE   35,196 0 0
OWENS & MINOR INC COM 690732102 323 17,110 SH   SOLE   17,110 0 0
OWENS CORNING COM 690742101 1,041 11,327 SH   SOLE   11,327 0 0
OWENS-ILLINOIS INC COM 690768403 678 30,600 SH   SOLE   30,600 0 0
OXFORD INDUSTRIES INC COM 691497309 749 9,960 SH   SOLE   9,960 0 0
PBF ENERGY INC COM 69318G106 1,255 35,390 SH   SOLE   35,390 0 0
PC CONNECTION INC COM 69318J100 13 500 SH   SOLE   500 0 0
PDC ENERGY INC COM 69327R101 498 9,670 SH   SOLE   9,670 0 0
PACIFIC GAS & ELEC CO COM 69331C108 2,897 64,615 SH   SOLE   64,615 0 0
PHH CORP COM 693320202 103 10,000 SH   SOLE   10,000 0 0
PICO HOLDINGS INC COM 693366205 250 19,500 SH   SOLE   19,500 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 31,532 218,531 SH   SOLE   218,531 0 0
PNM RESOURCES INC COM 69349H107 1,858 45,940 SH   SOLE   45,940 0 0
PPG INDUSTRIES INC COM 693506107 3,795 32,490 SH   SOLE   32,490 0 0
PPL CORP COM 69351T106 10,855 350,730 SH   SOLE   350,730 0 0
PRA GROUP INC COM 69354N106 1,026 30,900 SH   SOLE   30,900 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 200 1,600 SH   SOLE   1,600 0 0
PVH CORP COM 693656100 3,532 25,740 SH   SOLE   25,740 0 0
PTC THERAPEUTICS INC COM 69366J200 167 10,000 SH   SOLE   10,000 0 0
PTC INC COM 69370C100 1,744 28,700 SH   SOLE   28,700 0 0
PACCAR INC COM 693718108 12,426 174,824 SH   SOLE   174,824 0 0
PACKAGING CORP OF AMERICA COM 695156109 4,451 36,925 SH   SOLE   36,925 0 0
PACWEST BANCORP COM 695263103 3,139 62,290 SH   SOLE   62,290 0 0
PALO ALTO NETWORKS INC COM 697435105 1,485 10,243 SH   SOLE   10,243 0 0
PAPA JOHNS INTERNATIONAL INC COM 698813102 368 6,560 SH   SOLE   6,560 0 0
PAR PACIFIC HOLDINGS INC COM 69888T207 359 18,600 SH   SOLE   18,600 0 0
PARK HOTELS & RESORTS INC COM 700517105 144 5,000 SH   SOLE   5,000 0 0
PARK NATIONAL CORP COM 700658107 400 3,850 SH   SOLE   3,850 0 0
PARKER DRILLING CO COM 701081101 7 6,500 SH   SOLE   6,500 0 0
PARKER-HANNIFIN CORP COM 701094104 9,334 46,770 SH   SOLE   46,770 0 0
PATTERN ENERGY GROUP INC COM 70338P100 720 33,500 SH   SOLE   33,500 0 0
PATTERSON COS INC COM 703395103 494 13,665 SH   SOLE   13,665 0 0
PATTERSON-UTI ENERGY INC COM 703481101 1,341 58,303 SH   OTR 1 58,150 0 153
PAYCHEX INC COM 704326107 9,546 140,219 SH   SOLE   140,219 0 0
PAYCOM SOFTWARE INC COM 70432V102 22 270 SH   SOLE   270 0 0
PAYPAL HOLDINGS INC COM 70450Y103 30,689 416,860 SH   SOLE   416,860 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 238 6,410 SH   SOLE   6,410 0 0
PEGASYSTEMS INC COM 705573103 12 250 SH   SOLE   250 0 0
PENN NATL GAMING INC COM 707569109 727 23,200 SH   SOLE   23,200 0 0
PENN REAL ESTATE INVEST TRUST COM 709102107 718 60,400 SH   SOLE   60,400 0 0
PENNYMAC MORTGAGE INVESTMENT T COM 70931T103 199 12,400 SH   SOLE   12,400 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 1,254 26,200 SH   SOLE   26,200 0 0
PEOPLES BANCORP INC/OH COM 709789101 14 425 SH   SOLE   425 0 0
PEOPLES FINANCIAL SERVICES COR COM 711040105 16 350 SH   SOLE   350 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,371 73,305 SH   SOLE   73,305 0 0
PEPSICO INC COM 713448108 58,792 490,270 SH   OTR 1 490,156 0 114
PERFICIENT INC COM 71375U101 16 830 SH   SOLE   830 0 0
PERKIN ELMER INC COM 714046109 6,659 91,070 SH   SOLE   91,070 0 0
PETMED EXPRESS INC COM 716382106 56 1,220 SH   SOLE   1,220 0 0
PFIZER INC COM 717081103 87,046 2,403,314 SH   OTR 1 2,402,730 0 584
PHIBRO ANIMAL HEALTH CORP COM 71742Q106 11 320 SH   SOLE   320 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 57,547 544,704 SH   OTR 1 544,614 0 90
PHILLIPS 66 COM 718546104 23,450 231,837 SH   SOLE   231,837 0 0
PHYSICIANS REALTY TRUST COM 71943U104 113 6,280 SH   SOLE   6,280 0 0
PIEDMONT OFFICE REALTY INC. COM 720190206 227 11,600 SH   SOLE   11,600 0 0
PIER 1 IMPORTS INC COM 720279108 474 114,500 SH   SOLE   114,500 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 3,913 45,940 SH   SOLE   45,940 0 0
PINNACLE FOODS INC COM 72348P104 517 8,700 SH   SOLE   8,700 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 24 730 SH   SOLE   730 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 6 2,100 SH   SOLE   2,100 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 8,878 51,365 SH   SOLE   51,365 0 0
PIPER JAFFRAY COS COM 724078100 362 4,200 SH   SOLE   4,200 0 0
PITNEY BOWES INC COM 724479100 244 21,800 SH   SOLE   21,800 0 0
PLANTRONICS INC COM 727493108 306 6,070 SH   SOLE   6,070 0 0
PLEXUS CORP COM 729132100 751 12,370 SH   SOLE   12,370 0 0
PLUG POWER INC COM 72919P202 10 4,200 SH   SOLE   4,200 0 0
POLARIS INDUSTRIES INC COM 731068102 4,532 36,548 SH   SOLE   36,548 0 0
POLYONE CORPORATION COM 73179P106 4,685 107,697 SH   SOLE   107,697 0 0
POOL CORP COM 73278L105 1,899 14,650 SH   SOLE   14,650 0 0
POPULAR INC COM 733174700 92 2,600 SH   SOLE   2,600 0 0
PORTLAND GENERAL ELECTRIC COM 736508847 246 5,390 SH   SOLE   5,390 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 17 350 SH   SOLE   350 0 0
POST HOLDINGS INC COM 737446104 1,553 19,600 SH   SOLE   19,600 0 0
POTLATCH CORP COM 737630103 913 18,300 SH   SOLE   18,300 0 0
POWELL INDUSTRIES INC COM 739128106 29 1,000 SH   SOLE   1,000 0 0
POWER INTEGRATIONS INC COM 739276103 398 5,410 SH   SOLE   5,410 0 0
PRAXAIR INC COM 74005P104 16,947 109,572 SH   OTR 1 109,529 0 43
PREFERRED APARTMENT COMMUNITIE COM 74039L103 130 6,400 SH   SOLE   6,400 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 305 6,870 SH   SOLE   6,870 0 0
T ROWE PRICE GROUP INC COM 74144T108 10,604 101,056 SH   SOLE   101,056 0 0
PRICELINE GROUP INC/THE COM 741503403 33,388 19,214 SH   OTR 1 19,212 0 2
PRIMORIS SERVICES CORP COM 74164F103 13 480 SH   SOLE   480 0 0
PRIMERICA INC COM 74164M108 1,063 10,470 SH   SOLE   10,470 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 15,802 223,948 SH   SOLE   223,948 0 0
PROASSURANCE CORP COM 74267C106 2,909 50,900 SH   SOLE   50,900 0 0
PROCTER & GAMBLE CO COM 742718109 87,027 947,196 SH   OTR 1 947,026 0 170
PROGRESS SOFTWARE CORP COM 743312100 673 15,820 SH   SOLE   15,820 0 0
PROGRESSIVE CORP/THE COM 743315103 11,316 200,924 SH   SOLE   200,924 0 0
PROLOGIS COM 74340W103 14,362 222,633 SH   SOLE   222,633 0 0
PROOFPOINT INC COM 743424103 24 270 SH   SOLE   270 0 0
PROS HOLDINGS INC COM 74346Y103 13 510 SH   SOLE   510 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,934 27,600 SH   SOLE   27,600 0 0
PROTO LABS INC COM 743713109 52 500 SH   SOLE   500 0 0
PROVIDENCE SERVICE CORP/THE COM 743815102 15 260 SH   SOLE   260 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 135 4,990 SH   SOLE   4,990 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 20,151 175,256 SH   OTR 1 175,216 0 40
PRUDENTIAL PLC-ADR COM 74435K204 5 115 SH   OTR 1 0 0 115
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 6,495 126,120 SH   SOLE   126,120 0 0
PUBLIC STORAGE COM 74460D109 10,214 48,872 SH   SOLE   48,872 0 0
PULTEGROUP INC COM 745867101 2,945 88,574 SH   SOLE   88,574 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 21 210 SH   SOLE   210 0 0
QUAD GRAPHICS INC. COM 747301109 765 33,870 SH   SOLE   33,870 0 0
QUAKER CHEMICAL CORP COM 747316107 2,183 14,480 SH   SOLE   14,480 0 0
QEP RESOURCES INC COM 74733V100 597 62,400 SH   SOLE   62,400 0 0
QTS REALTY TRUST INC COM 74736A103 119 2,200 SH   SOLE   2,200 0 0
QORVO INC COM 74736K101 457 6,865 SH   SOLE   6,865 0 0
QUALCOMM INC COM 747525103 34,648 541,210 SH   OTR 1 541,160 0 50
QUALITY CARE PROPERTIES INC COM 747545101 153 11,045 SH   SOLE   11,045 0 0
QUALYS INC COM 74758T303 19 320 SH   SOLE   320 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 770 32,900 SH   SOLE   32,900 0 0
QUANTA SERVICES INC COM 74762E102 1,493 38,180 SH   SOLE   38,180 0 0
QUEST DIAGNOSTICS INC COM 74834L100 4,096 41,587 SH   SOLE   41,587 0 0
QUIDEL CORP COM 74838J101 14 320 SH   SOLE   320 0 0
RLI CORP COM 749607107 3,003 49,510 SH   SOLE   49,510 0 0
RLJ LODGING TRUST COM 74965L101 16 750 SH   SOLE   750 0 0
RPC INC COM 749660106 357 14,000 SH   SOLE   14,000 0 0
RMR GROUP INC/THE COM 74967R106 101 1,700 SH   SOLE   1,700 0 0
RPM INTERNATIONAL INC COM 749685103 776 14,800 SH   SOLE   14,800 0 0
RPX CORP COM 74972G103 13 950 SH   SOLE   950 0 0
RSP PERMIAN INC COM 74978Q105 20 500 SH   SOLE   500 0 0
RADIAN GROUP INC COM 750236101 242 11,720 SH   SOLE   11,720 0 0
RAMBUS INC COM 750917106 13 900 SH   SOLE   900 0 0
RALPH LAUREN CORP COM 751212101 479 4,615 SH   SOLE   4,615 0 0
RANGE RESOURCES CORP COM 75281A109 381 22,360 SH   SOLE   22,360 0 0
RAVEN INDUSTRIES INC COM 754212108 14 420 SH   SOLE   420 0 0
RAYMOND JAMES FINANCIA COM 754730109 6,285 70,380 SH   SOLE   70,380 0 0
RAYONIER INC COM 754907103 1,743 55,115 SH   SOLE   55,115 0 0
RAYONIER ADVANCED MATERIALS IN COM 75508B104 16 800 SH   SOLE   800 0 0
RAYTHEON CO COM 755111507 20,290 108,045 SH   OTR 1 107,897 0 148
RBC BEARINGS INC COM 75524B104 683 5,400 SH   SOLE   5,400 0 0
RE/MAX HOLDINGS INC COM 75524W108 10 200 SH   SOLE   200 0 0
REALPAGE INC COM 75606N109 21 480 SH   SOLE   480 0 0
REALTY INCOME CORP COM 756109104 7,217 126,562 SH   SOLE   126,562 0 0
RED HAT INC COM 756577102 5,168 43,027 SH   SOLE   43,027 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 536 9,500 SH   SOLE   9,500 0 0
RED ROCK RESORTS INC COM 75700L108 21 610 SH   SOLE   610 0 0
REDWOOD TRUST INC COM 758075402 196 13,200 SH   SOLE   13,200 0 0
REGAL BELOIT CORP COM 758750103 161 2,100 SH   SOLE   2,100 0 0
REGAL ENTERTAINMENT GROUP-A COM 758766109 1,033 44,900 SH   SOLE   44,900 0 0
REGENCY CENTERS CORP COM 758849103 1,809 26,155 SH   SOLE   26,155 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 8,209 21,835 SH   SOLE   21,835 0 0
REGENXBIO INC COM 75901B107 17 500 SH   SOLE   500 0 0
REGIONS FINL CORP (NEW) COM 7591EP100 6,608 382,380 SH   SOLE   382,380 0 0
REINSURANCE GROUP OF AMERICA COM 759351604 6,396 41,021 SH   SOLE   41,021 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,853 44,910 SH   SOLE   44,910 0 0
REPLIGEN CORP COM 759916109 15 420 SH   SOLE   420 0 0
RENT-A-CENTER INC COM 76009N100 72 6,500 SH   SOLE   6,500 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 11 1,250 SH   SOLE   1,250 0 0
REPUBLIC SERVICES INC COM 760759100 3,912 57,868 SH   SOLE   57,868 0 0
RESMED INC COM 761152107 8,416 99,375 SH   SOLE   99,375 0 0
RESOURCE CAPITAL CORP COM 76120W708 161 17,200 SH   SOLE   17,200 0 0
RESOURCES CONNECTION INC COM 76122Q105 35 2,240 SH   SOLE   2,240 0 0
RETROPHIN INC COM 761299106 13 600 SH   SOLE   600 0 0
RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 19 960 SH   SOLE   960 0 0
REXNORD CORP COM 76169B102 22 830 SH   SOLE   830 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 24 840 SH   SOLE   840 0 0
RIGNET INC COM 766582100 10 700 SH   SOLE   700 0 0
RINGCENTRAL INC COM 76680R206 581 12,000 SH   SOLE   12,000 0 0
RIO TINTO PLC-SPON ADR COM 767204100 5 98 SH   OTR 1 0 0 98
ROBERT HALF INTERNATIONAL INC COM 770323103 1,798 32,366 SH   SOLE   32,366 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,744 34,348 SH   SOLE   34,348 0 0
ROCKWELL COLLINS INC COM 774341101 5,003 36,891 SH   SOLE   36,891 0 0
ROGERS CORP COM 775133101 1,572 9,710 SH   SOLE   9,710 0 0
ROLLINS INC COM 775711104 1,005 21,602 SH   SOLE   21,602 0 0
ROPER TECHNOLOGIES INC COM 776696106 10,848 41,885 SH   SOLE   41,885 0 0
ROSS STORES INC COM 778296103 13,645 170,037 SH   SOLE   170,037 0 0
ROYAL DUTCH SHELL PLC COM 780259206 4 61 SH   OTR 1 0 0 61
ROYAL GOLD INC COM 780287108 2,480 30,200 SH   SOLE   30,200 0 0
RUSH ENTERPRISES INC COM 781846209 14 270 SH   SOLE   270 0 0
RYDER SYSTEM INC COM 783549108 554 6,579 SH   SOLE   6,579 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 1,059 15,340 SH   SOLE   15,340 0 0
S & T BANCORP INC COM 783859101 191 4,800 SH   SOLE   4,800 0 0
S&P GLOBAL INC COM 78409V104 13,784 81,370 SH   SOLE   81,370 0 0
SBA COMMUNICATIONS CORP COM 78410G104 1,438 8,800 SH   SOLE   8,800 0 0
SEI INVESTMENTS COMPANY COM 784117103 4,782 66,552 SH   SOLE   66,552 0 0
SEACOR MARINE HOLDINGS INC COM 78413P101 7 560 SH   SOLE   560 0 0
SL GREEN REALTY CORP COM 78440X101 5,447 53,970 SH   SOLE   53,970 0 0
SLM CORP COM 78442P106 125 11,050 SH   SOLE   11,050 0 0
SM ENERGY CO COM 78454L100 384 17,400 SH   SOLE   17,400 0 0
SPX CORP COM 784635104 47 1,500 SH   SOLE   1,500 0 0
SPS COMMERCE INC COM 78463M107 8 160 SH   SOLE   160 0 0
SPDR MSCI ACWI EX COM 78463X848 1,413 36,220 SH   SOLE   36,220 0 0
SS&C TECHNOLOGIES HOLDINGS INC COM 78467J100 13 310 SH   SOLE   310 0 0
SPX FLOW INC COM 78469X107 90 1,900 SH   SOLE   1,900 0 0
SRC ENERGY INC COM 78470V108 322 37,700 SH   SOLE   37,700 0 0
SVB FINANCIAL GROUP COM 78486Q101 2,501 10,700 SH   SOLE   10,700 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 760 40,485 SH   SOLE   40,485 0 0
SABRE CORP COM 78573M104 123 6,000 SH   SOLE   6,000 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 1,204 14,970 SH   SOLE   14,970 0 0
SAGE THERAPEUTICS INC COM 78667J108 74 450 SH   SOLE   450 0 0
SAIA INC COM 78709Y105 15 210 SH   SOLE   210 0 0
ST JOE CO/THE COM 790148100 15 830 SH   SOLE   830 0 0
SALESFORCE.COM INC COM 79466L302 18,578 181,748 SH   OTR 1 181,638 0 110
SANDERSON FARMS INC COM 800013104 1,174 8,460 SH   SOLE   8,460 0 0
SANDY SPRING BANCORP INC COM 800363103 11 290 SH   SOLE   290 0 0
JOHN B SANFILIPPO & SON INC COM 800422107 202 3,200 SH   SOLE   3,200 0 0
SANGAMO THERAPEUTICS INC COM 800677106 19 1,160 SH   SOLE   1,160 0 0
SANMINA CORP COM 801056102 69 2,090 SH   SOLE   2,090 0 0
SAREPTA THERAPEUTICS INC COM 803607100 28 500 SH   SOLE   500 0 0
SAUL CENTERS INC COM 804395101 1,235 20,000 SH   SOLE   20,000 0 0
SCANA CORP COM 80589M102 760 19,100 SH   SOLE   19,100 0 0
SCANSOURCE INC COM 806037107 593 16,570 SH   SOLE   16,570 0 0
HENRY SCHEIN INC COM 806407102 4,122 58,990 SH   SOLE   58,990 0 0
SCHLUMBERGER LTD COM 806857108 29,802 442,230 SH   SOLE   442,230 0 0
SCHOLASTIC CORP COM 807066105 1,155 28,800 SH   SOLE   28,800 0 0
A SCHULMAN INC COM 808194104 18 470 SH   SOLE   470 0 0
CHARLES SCHWAB CORP/THE COM 808513105 20,343 396,011 SH   SOLE   396,011 0 0
SCHWEITZER MAUDUIT INTL INC COM 808541106 1,601 35,300 SH   SOLE   35,300 0 0
SCIENCE APPLICATIONS INTERNATI COM 808625107 223 2,910 SH   SOLE   2,910 0 0
SCIENTIFIC GAMES CORP COM 80874P109 25 480 SH   SOLE   480 0 0
SCOTTS MIRACLE-GRO CO/THE COM 810186106 3,226 30,150 SH   SOLE   30,150 0 0
EW SCRIPPS CO/THE COM 811054402 177 11,300 SH   SOLE   11,300 0 0
SCRIPPS NETWORKS INTERACTIVE I COM 811065101 1,744 20,427 SH   SOLE   20,427 0 0
SEACOR HLDGS INC COM 811904101 14 310 SH   SOLE   310 0 0
SEALED AIR CORP COM 81211K100 1,620 32,853 SH   SOLE   32,853 0 0
SEATTLE GENETICS INC COM 812578102 64 1,200 SH   SOLE   1,200 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 10 750 SH   SOLE   750 0 0
SELECT INCOME REIT COM 81618T100 329 13,100 SH   SOLE   13,100 0 0
SELECT MEDICAL HOLDINGS COM 81619Q105 341 19,300 SH   SOLE   19,300 0 0
SELECTIVE INS GROUP IN COM 816300107 1,696 28,890 SH   SOLE   28,890 0 0
SEMGROUP CORP COM 81663A105 143 4,750 SH   SOLE   4,750 0 0
SEMTECH CORP COM 816850101 218 6,370 SH   SOLE   6,370 0 0
SEMPRA ENERGY COM 816851109 6,135 57,375 SH   SOLE   57,375 0 0
SENIOR HOUSING PROPERTY TRUST COM 81721M109 2,097 109,500 SH   SOLE   109,500 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 835 11,420 SH   SOLE   11,420 0 0
SERVICE CORP INTERNATIONAL/US COM 817565104 6 159 SH   OTR 1 0 0 159
SERVICENOW INC COM 81762P102 1,371 10,511 SH   SOLE   10,511 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 83 2,000 SH   SOLE   2,000 0 0
SHENANDOAH TELECOMMUNICATIONS COM 82312B106 623 18,420 SH   SOLE   18,420 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 10,352 25,252 SH   OTR 1 25,236 0 16
SHOPIFY INC COM 82509L107 3 29 SH   OTR 1 0 0 29
SHUTTERFLY INC COM 82568P304 376 7,560 SH   SOLE   7,560 0 0
SIGNATURE BANK COM 82669G104 3,294 24,000 SH   SOLE   24,000 0 0
SILICON LABORATORIES INC COM 826919102 545 6,170 SH   SOLE   6,170 0 0
SILGAN HOLDINGS INC COM 827048109 588 20,000 SH   SOLE   20,000 0 0
SIMMONS FIRST NATIONAL CORP COM 828730200 234 4,100 SH   SOLE   4,100 0 0
SIMON PROPERTY GROUP INC COM 828806109 19,881 115,761 SH   SOLE   115,761 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 16 270 SH   SOLE   270 0 0
SINCLAIR BROADCAST GROUP INC COM 829226109 20 530 SH   SOLE   530 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 477 88,977 SH   SOLE   88,977 0 0
SIX FLAGS INC COM 83001A102 2,015 30,270 SH   SOLE   30,270 0 0
SKECHERS USA INC-CL A COM 830566105 568 15,000 SH   SOLE   15,000 0 0
SKYWEST INC COM 830879102 2,069 38,960 SH   SOLE   38,960 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,532 37,200 SH   SOLE   37,200 0 0
SLEEP NUMBER CORP COM 83125X103 324 8,620 SH   SOLE   8,620 0 0
AO SMITH CORP COM 831865209 3,211 52,400 SH   SOLE   52,400 0 0
JM SMUCKER CO/THE COM 832696405 2,696 21,696 SH   SOLE   21,696 0 0
SNAP-ON INC COM 833034101 1,965 11,275 SH   SOLE   11,275 0 0
SNYDERS-LANCE INC COM 833551104 570 11,390 SH   SOLE   11,390 0 0
SOLAR SENIOR CAPITAL LTD COM 83416M105 133 7,500 SH   SOLE   7,500 0 0
SONIC CORP COM 835451105 12 420 SH   SOLE   420 0 0
SONIC AUTOMOTIVE INC COM 83545G102 483 26,200 SH   SOLE   26,200 0 0
SONOCO PRODS CO COM 835495102 1,740 32,740 SH   SOLE   32,740 0 0
SOTHEBY'S COM 835898107 948 18,370 SH   SOLE   18,370 0 0
SOUTH JERSEY INDUSTRIES INC COM 838518108 1,592 50,970 SH   SOLE   50,970 0 0
SOUTHERN CO/THE COM 842587107 7,744 161,013 SH   OTR 1 160,715 0 298
SOUTHERN COPPER CORP COM 84265V105 2,306 48,593 SH   SOLE   48,593 0 0
SOUTHWEST AIRLINES CO COM 844741108 15,168 231,780 SH   OTR 1 231,674 0 106
SOUTHWEST GAS HOLDINGS INC COM 844895102 737 9,160 SH   SOLE   9,160 0 0
SOUTHWESTERN ENERGY CO COM 845467109 307 55,105 SH   SOLE   55,105 0 0
SPARK ENERGY INC COM 846511103 248 20,020 SH   SOLE   20,020 0 0
SPARK THERAPEUTICS INC COM 84652J103 11 210 SH   SOLE   210 0 0
SPARTANNASH CO COM 847215100 22 820 SH   SOLE   820 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 922 10,576 SH   OTR 1 10,520 0 56
SPIRE INC COM 84857L101 730 9,722 SH   OTR 1 9,650 0 72
SPIRIT REALTY CAPITAL INC COM 84860W102 589 68,700 SH   SOLE   68,700 0 0
SPOK HOLDINGS INC COM 84863T106 105 6,700 SH   SOLE   6,700 0 0
SPRINT CORP COM 85207U105 1,816 308,300 SH   SOLE   308,300 0 0
STAG INDUSTRIAL INC COM 85254J102 975 35,670 SH   SOLE   35,670 0 0
STAMPS.COM INC COM 852857200 773 4,110 SH   SOLE   4,110 0 0
STANDARD MTR PRODS INC COM 853666105 530 11,800 SH   SOLE   11,800 0 0
STANDEX INTERNATIONAL CORP COM 854231107 356 3,500 SH   SOLE   3,500 0 0
STANLEY BLACK & DECKER INC COM 854502101 8,511 50,155 SH   SOLE   50,155 0 0
STARBUCKS CORP COM 855244109 28,387 494,295 SH   OTR 1 494,116 0 179
STARWOOD PROPERTY TRUST INC COM 85571B105 1,412 66,150 SH   SOLE   66,150 0 0
STATE STREET CORP COM 857477103 18,520 189,739 SH   SOLE   189,739 0 0
STEEL DYNAMICS INC COM 858119100 2,180 50,539 SH   SOLE   50,539 0 0
STEELCASE INC COM 858155203 84 5,530 SH   SOLE   5,530 0 0
STEPAN CO COM 858586100 802 10,150 SH   SOLE   10,150 0 0
STERICYCLE INC COM 858912108 1,513 22,248 SH   SOLE   22,248 0 0
STERLING BANCORP DE COM 85917A100 1,062 43,175 SH   SOLE   43,175 0 0
STEWART INFO SVCS COM 860372101 477 11,270 SH   SOLE   11,270 0 0
STIFEL FINANCIAL CORP COM 860630102 217 3,650 SH   SOLE   3,650 0 0
STOCK YARDS BANCORP INC COM 861025104 13 340 SH   SOLE   340 0 0
STRYKER CORP COM 863667101 19,444 125,577 SH   OTR 1 125,557 0 20
STURM RUGER & CO INC COM 864159108 586 10,500 SH   SOLE   10,500 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 529 34,730 SH   SOLE   34,730 0 0
SUMMIT MATERIALS INC COM 86614U100 27 851 SH   SOLE   851 0 0
SUN COMMUNITIES INC COM 866674104 733 7,900 SH   SOLE   7,900 0 0
SUN HYDRAULICS CORP COM 866942105 823 12,720 SH   SOLE   12,720 0 0
SUNCOKE ENERGY INC COM 86722A103 231 19,230 SH   SOLE   19,230 0 0
SUNEDISON INC COM 86732Y109 0 147 SH   OTR 1 0 0 147
SUNSTONE HOTEL INVESTORS INC COM 867892101 155 9,350 SH   SOLE   9,350 0 0
SUNTRUST BKS INC COM 867914103 13,819 213,956 SH   SOLE   213,956 0 0
SUPER MICRO COMPUTER INC COM 86800U104 251 12,000 SH   SOLE   12,000 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 15 370 SH   SOLE   370 0 0
SYKES ENTERPRISES INC COM 871237103 644 20,480 SH   SOLE   20,480 0 0
SYMANTEC CORP COM 871503108 3,095 110,328 SH   OTR 1 110,039 0 289
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 57 6,400 SH   SOLE   6,400 0 0
SYNOPSYS INC COM 871607107 5,558 65,208 SH   SOLE   65,208 0 0
SYNNEX CORP COM 87162W100 1,463 10,760 SH   SOLE   10,760 0 0
SYNCHRONY FINANCIAL COM 87165B103 6,182 160,123 SH   SOLE   160,123 0 0
SYSCO CORP COM 871829107 12,167 200,348 SH   SOLE   200,348 0 0
SYSTEMAX INC COM 871851101 153 4,600 SH   SOLE   4,600 0 0
TCF FINL CORP COM 872275102 1,736 84,700 SH   SOLE   84,700 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 2,496 48,810 SH   SOLE   48,810 0 0
TJX COS INC/THE COM 872540109 17,453 228,272 SH   OTR 1 228,061 0 211
T-MOBILE US INC COM 872590104 6,049 95,245 SH   SOLE   95,245 0 0
TRI POINTE GROUP INC COM 87265H109 753 42,022 SH   SOLE   42,022 0 0
TAHOE RESOURCES INC COM 873868103 235 49,100 SH   SOLE   49,100 0 0
TAILORED BRANDS INC COM 87403A107 923 42,300 SH   SOLE   42,300 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 4,761 43,369 SH   OTR 1 43,320 0 49
TALLGRASS ENERGY GP LP COM 874696107 116 4,500 SH   SOLE   4,500 0 0
TANGER FACTOR OUTLET CENTER COM 875465106 1,198 45,200 SH   SOLE   45,200 0 0
TAPESTRY INC COM 876030107 4,528 102,374 SH   SOLE   102,374 0 0
TARGET CORP COM 87612E106 14,108 216,220 SH   SOLE   216,220 0 0
TARGA RESOURCES CORP COM 87612G101 1,181 24,400 SH   SOLE   24,400 0 0
TAUBMAN CENTERS INC COM 876664103 564 8,620 SH   SOLE   8,620 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 17 700 SH   SOLE   700 0 0
TECH DATA CORP COM 878237106 2,663 27,180 SH   SOLE   27,180 0 0
TEGNA INC COM 87901J105 894 63,490 SH   SOLE   63,490 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,735 15,100 SH   SOLE   15,100 0 0
TELEFLEX INC COM 879369106 4,515 18,145 SH   SOLE   18,145 0 0
TELEPHONE & DATA SYSTEMS INC COM 879433829 139 5,000 SH   SOLE   5,000 0 0
TELETECH HOLDINGS INC COM 879939106 403 10,000 SH   SOLE   10,000 0 0
TEMPUR SEALY COM 88023U101 1,197 19,100 SH   SOLE   19,100 0 0
TENNANT CO COM 880345103 8 110 SH   SOLE   110 0 0
TENNECO INC 2005 COM 880349105 51 870 SH   SOLE   870 0 0
TERADATA CORP COM 88076W103 873 22,699 SH   SOLE   22,699 0 0
TERADYNE INC COM 880770102 787 18,800 SH   SOLE   18,800 0 0
TEREX CORP COM 880779103 3,685 76,420 SH   SOLE   76,420 0 0
TERRITORIAL BANCORP INC COM 88145X108 14 450 SH   SOLE   450 0 0
TERRENO REALTY CORP COM 88146M101 17 480 SH   SOLE   480 0 0
TESLA INC COM 88160R101 4,935 15,850 SH   SOLE   15,850 0 0
TEVA PHARMACEUTICAL -SP ADR COM 881624209 13 474 SH   OTR 1 0 0 474
TETRA TECH INC COM 88162G103 1,283 26,650 SH   SOLE   26,650 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,109 23,720 SH   SOLE   23,720 0 0
TEXAS INSTRUMENTS INC COM 882508104 50,777 486,181 SH   SOLE   486,181 0 0
TEXAS ROADHOUSE INC COM 882681109 899 17,070 SH   SOLE   17,070 0 0
TEXTRON INC COM 883203101 4,652 82,205 SH   SOLE   82,205 0 0
TG THERAPEUTICS INC COM 88322Q108 10 1,200 SH   SOLE   1,200 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 30,155 158,812 SH   SOLE   158,812 0 0
THERMON GROUP HOLDINGS INC COM 88362T103 248 10,480 SH   SOLE   10,480 0 0
THOMSON REUTERS CORP COM 884903105 1,411 32,370 SH   SOLE   32,370 0 0
THOR INDUSTRIES INC COM 885160101 3,994 26,500 SH   SOLE   26,500 0 0
3D SYSTEMS CORP COM 88554D205 10 1,190 SH   SOLE   1,190 0 0
3M CO COM 88579Y101 57,758 245,413 SH   OTR 1 245,307 0 106
TIFFANY & CO COM 886547108 1,990 19,140 SH   SOLE   19,140 0 0
TIME INC COM 887228104 32 1,760 SH   SOLE   1,760 0 0
TIME WARNER INC COM 887317303 28,355 309,992 SH   OTR 1 309,962 0 30
TIMKEN CO/THE COM 887389104 1,655 33,680 SH   SOLE   33,680 0 0
TIMKENSTEEL CORP COM 887399103 10 670 SH   SOLE   670 0 0
TIVO CORP COM 88870P106 314 20,160 SH   SOLE   20,160 0 0
TIVITY HEALTH INC COM 88870R102 227 6,210 SH   SOLE   6,210 0 0
TOLL BROTHERS INC COM 889478103 3,548 73,880 SH   SOLE   73,880 0 0
TOOTSIE ROLL INDS INC COM 890516107 12 336 SH   SOLE   336 0 0
TOPBUILD CORP COM 89055F103 2,137 28,220 SH   SOLE   28,220 0 0
TORCHMARK CORP COM 891027104 5,211 57,450 SH   SOLE   57,450 0 0
TORO CO/THE COM 891092108 4,757 72,930 SH   SOLE   72,930 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 4,065 51,400 SH   SOLE   51,400 0 0
TOWNE BANK/PORTSMOUTH VA COM 89214P109 23 740 SH   SOLE   740 0 0
TRACTOR SUPPLY COMPANY COM 892356106 1,267 16,950 SH   SOLE   16,950 0 0
TRANSCANADA CORP COM 89353D107 21 462 SH   OTR 1 0 0 462
TRANSDIGM GROUP INC COM 893641100 2,252 8,200 SH   SOLE   8,200 0 0
TRAVELERS COS INC/THE COM 89417E109 18,189 134,097 SH   SOLE   134,097 0 0
TRECORA RESOURCES COM 894648104 4 320 SH   OTR 1 0 0 320
TREDEGAR CORP COM 894650100 332 17,300 SH   SOLE   17,300 0 0
TREEHOUSE FOODS INC COM 89469A104 758 15,320 SH   SOLE   15,320 0 0
TREX CO INC COM 89531P105 452 4,170 SH   SOLE   4,170 0 0
TRIBUNE MEDIA CO COM 896047503 654 15,400 SH   SOLE   15,400 0 0
TRICO BANCSHARES COM 896095106 18 480 SH   SOLE   480 0 0
TRIMAS CORP COM 896215209 18 670 SH   SOLE   670 0 0
TRIMBLE INC COM 896239100 3,426 84,290 SH   SOLE   84,290 0 0
TRINITY INDS INC COM 896522109 1,627 43,440 SH   SOLE   43,440 0 0
TRIPADVISOR INC COM 896945201 826 23,957 SH   SOLE   23,957 0 0
TRONC INC COM 89703P107 14 810 SH   SOLE   810 0 0
TRUECAR INC COM 89785L107 9 800 SH   SOLE   800 0 0
TRUEBLUE INC COM 89785X101 248 9,020 SH   SOLE   9,020 0 0
TRUSTCO BANK CORP NY COM 898349105 92 10,000 SH   SOLE   10,000 0 0
TRUSTMARK CORP COM 898402102 1,240 38,910 SH   SOLE   38,910 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,890 30,140 SH   SOLE   30,140 0 0
TUTOR PERINI CORP COM 901109108 11 420 SH   SOLE   420 0 0
TWENTY-FIRST CENTURY FOX INC COM 90130A101 23,958 693,840 SH   SOLE   693,840 0 0
TWENTY-FIRST CENTURY FOX INC COM 90130A200 6 208 SH   OTR 1 0 0 208
TWILIO INC COM 90138F102 12 500 SH   SOLE   500 0 0
TWITTER INC COM 90184L102 2,271 94,600 SH   SOLE   94,600 0 0
TWO HARBORS INVESTMENT CORP COM 90187B408 850 52,300 SH   SOLE   52,300 0 0
II-VI INC COM 902104108 1,549 33,000 SH   SOLE   33,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 3,966 22,400 SH   SOLE   22,400 0 0
TYSON FOODS INC COM 902494103 9,345 115,265 SH   SOLE   115,265 0 0
UDR INC COM 902653104 3,655 94,874 SH   SOLE   94,874 0 0
UGI CORP COM 902681105 5,232 111,430 SH   SOLE   111,430 0 0
UMB FINANCIAL CORP COM 902788108 1,733 24,100 SH   SOLE   24,100 0 0
US BANCORP COM 902973304 34,706 647,741 SH   SOLE   647,741 0 0
UMH PROPERTIES INC COM 903002103 135 9,050 SH   SOLE   9,050 0 0
USANA HEALTH SCIENCES INC COM 90328M107 8 110 SH   SOLE   110 0 0
U S G CORP COM 903293405 1,558 40,410 SH   SOLE   40,410 0 0
US SILICA HOLDINGS INC COM 90346E103 19 570 SH   SOLE   570 0 0
UBIQUITI NETWORKS INC COM 90347A100 14 200 SH   SOLE   200 0 0
ULTA BEAUTY INC COM 90384S303 1,235 5,520 SH   SOLE   5,520 0 0
ULTRA PETROLEUM CORP COM 903914208 1 83 SH   OTR 1 0 0 83
UMPQUA HOLDINGS CORP COM 904214103 2,357 113,325 SH   SOLE   113,325 0 0
UNDER ARMOUR INC COM 904311107 491 34,000 SH   SOLE   34,000 0 0
UNDER ARMOUR INC COM 904311206 389 29,205 SH   SOLE   29,205 0 0
UNIFIRST CORP COM 904708104 1,331 8,070 SH   SOLE   8,070 0 0
UNION BANKSHARES CORP COM 90539J109 235 6,500 SH   SOLE   6,500 0 0
UNION PACIFIC CORP COM 907818108 45,873 342,086 SH   OTR 1 342,063 0 23
UNISYS CORP COM 909214306 11 1,400 SH   SOLE   1,400 0 0
UNIT CORP COM 909218109 18 800 SH   SOLE   800 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 594 21,100 SH   SOLE   21,100 0 0
UNITED BANKSHARES INC COM 909907107 1,411 40,600 SH   SOLE   40,600 0 0
UNITED CONTINENTAL HOLDINGS IN COM 910047109 5,072 75,256 SH   SOLE   75,256 0 0
UNITED FIRE GROUP INC COM 910340108 15 320 SH   SOLE   320 0 0
UNITED NATURAL FOODS INC COM 911163103 49 1,000 SH   SOLE   1,000 0 0
UNITED PARCEL SERVICE INC COM 911312106 30,541 256,322 SH   SOLE   256,322 0 0
UNITED RENTALS INC COM 911363109 5,228 30,411 SH   SOLE   30,411 0 0
UNITED STATES CELLULAR COM 911684108 534 14,200 SH   SOLE   14,200 0 0
UNITED STATES STEEL CORP COM 912909108 2,351 66,800 SH   SOLE   66,800 0 0
UNITED TECHNOLOGIES CORP COM 913017109 40,436 316,981 SH   OTR 1 316,862 0 119
UNITED THERAPEUTICS CORP COM 91307C102 2,397 16,200 SH   SOLE   16,200 0 0
UNITEDHEALTH GROUP INC COM 91324P102 87,698 397,837 SH   OTR 1 397,668 0 169
UNITIL CORP COM 913259107 452 9,900 SH   SOLE   9,900 0 0
UNITI GROUP INC COM 91325V108 1,249 70,200 SH   SOLE   70,200 0 0
UNIVERSAL CORP VA COM 913456109 1,397 26,600 SH   SOLE   26,600 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 7 40 SH   SOLE   40 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 5 110 SH   SOLE   110 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 1,849 49,140 SH   SOLE   49,140 0 0
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 248 3,300 SH   SOLE   3,300 0 0
UNIVERSAL INSURANCE HOLDINGS I COM 91359V107 282 10,320 SH   SOLE   10,320 0 0
UNIVERSAL HEALTH SERVICES INC COM 913903100 3,284 28,970 SH   SOLE   28,970 0 0
UNIVEST CORP OF PENNSYLVANIA COM 915271100 38 1,350 SH   SOLE   1,350 0 0
UNUM GROUP COM 91529Y106 3,082 56,156 SH   SOLE   56,156 0 0
URBAN OUTFITTERS INC COM 917047102 877 25,000 SH   SOLE   25,000 0 0
URBAN EDGE PROPERTIES COM 91704F104 498 19,543 SH   SOLE   19,543 0 0
URSTADT BIDDLE PROPERTIES INC COM 917286205 130 6,000 SH   SOLE   6,000 0 0
US ECOLOGY INC COM 91732J102 11 210 SH   SOLE   210 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 12 150 SH   SOLE   150 0 0
VF CORP COM 918204108 8,232 111,246 SH   SOLE   111,246 0 0
VAIL RESORTS INC COM 91879Q109 212 1,000 SH   SOLE   1,000 0 0
VALHI INC COM 918905100 7 1,200 SH   SOLE   1,200 0 0
VALEANT PHARMACEUTICALS INTERN COM 91911K102 675 32,500 SH   SOLE   32,500 0 0
VALERO ENERGY CORP COM 91913Y100 14,577 158,656 SH   OTR 1 158,436 0 220
VALLEY NATIONAL BANCORP COM 919794107 1,624 144,771 SH   SOLE   144,771 0 0
VALMONT INDUSTRIES INC COM 920253101 2,471 14,900 SH   SOLE   14,900 0 0
VALVOLINE INC COM 92047W101 3,107 123,988 SH   SOLE   123,988 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF COM 921943858 8,470 188,800 SH   SOLE   188,800 0 0
VANGUARD FTSE ALL-WORLD EX-US ETF COM 922042775 31,705 579,400 SH   SOLE   579,400 0 0
VANGUARD FTSE EMERGING MARKETS ETF COM 922042858 49,012 1,087,000 SH   SOLE   1,087,000 0 0
VANGUARD FTSE PACIFIC ETF COM 922042866 6,853 94,000 SH   SOLE   94,000 0 0
VANGUARD FTSE EUROPE ETF COM 922042874 12,185 206,000 SH   SOLE   206,000 0 0
VANGUARD LONG-TERM CORPORATE B COM 92206C813 23,335 243,704 SH   SOLE   243,704 0 0
VAREX IMAGING CORP COM 92214X106 653 16,257 SH   SOLE   16,257 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 4,829 43,443 SH   SOLE   43,443 0 0
VECTREN CORP COM 92240G101 3,968 61,020 SH   SOLE   61,020 0 0
VECTOR GROUP LTD COM 92240M108 1,832 81,864 SH   SOLE   81,864 0 0
VEECO INSTRUMENTS INC COM 922417100 8 521 SH   OTR 1 500 0 21
VEEVA SYSTEMS INC COM 922475108 1,045 18,912 SH   SOLE   18,912 0 0
VENTAS INC COM 92276F100 6,832 113,843 SH   SOLE   113,843 0 0
VEREIT INC COM 92339V100 288 36,985 SH   SOLE   36,985 0 0
VERISIGN INC COM 92343E102 3,951 34,528 SH   SOLE   34,528 0 0
VERIZON COMMUNICATIONS COM 92343V104 71,561 1,351,992 SH   OTR 1 1,351,895 0 97
VERISK ANALYTICS INC COM 92345Y106 614 6,400 SH   SOLE   6,400 0 0
VERSO CORP COM 92531L207 95 5,400 SH   SOLE   5,400 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 13,470 89,882 SH   SOLE   89,882 0 0
VERSUM MATERIALS INC COM 92532W103 1,106 29,211 SH   SOLE   29,211 0 0
VIASAT INC COM 92552V100 963 12,870 SH   SOLE   12,870 0 0
VIACOM INC CL A COM 92553P102 5 138 SH   OTR 1 0 0 138
VIACOM INC CL B COM 92553P201 3,207 104,103 SH   SOLE   104,103 0 0
VILLAGE SUPER MARKET INC COM 927107409 8 370 SH   SOLE   370 0 0
VIRTU FINANCIAL INC COM 928254101 512 28,000 SH   SOLE   28,000 0 0
VISA INC - CLASS A SHARES COM 92826C839 63,768 559,288 SH   OTR 1 559,220 0 68
VIRTUS INVESTMENT PARTNERS INC COM 92828Q109 12 100 SH   SOLE   100 0 0
VISHAY INTERTECHNOLOGY COM 928298108 601 28,950 SH   SOLE   28,950 0 0
VISTA OUTDOOR INC COM 928377100 306 21,000 SH   SOLE   21,000 0 0
VISTRA ENERGY CORP COM 92840M102 660 36,000 SH   SOLE   36,000 0 0
VMWARE INC- CLASS A COM 928563402 3,762 30,020 SH   SOLE   30,020 0 0
VONAGE HOLDINGS CORP COM 92886T201 233 22,910 SH   SOLE   22,910 0 0
VORNADO REALTY TRUST COM 929042109 4,060 51,933 SH   SOLE   51,933 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 171 10,300 SH   SOLE   10,300 0 0
VULCAN MATERIALS CO COM 929160109 3,296 25,677 SH   SOLE   25,677 0 0
WD-40 CO COM 929236107 329 2,790 SH   SOLE   2,790 0 0
WGL HOLDINGS INC COM 92924F106 620 7,220 SH   SOLE   7,220 0 0
WABCO HOLDINGS INC COM 92927K102 3,800 26,479 SH   SOLE   26,479 0 0
WP CAREY & CO LLC COM 92936U109 400 5,800 SH   SOLE   5,800 0 0
WEC ENERGY GROUP INC COM 92939U106 19,163 288,465 SH   SOLE   288,465 0 0
WABASH NATIONAL CORP COM 929566107 13 610 SH   SOLE   610 0 0
WABTEC CORP/DE COM 929740108 6,331 77,750 SH   SOLE   77,750 0 0
WADDELL & REED FINAN - CL A COM 930059100 2,144 95,990 SH   SOLE   95,990 0 0
WAGEWORKS INC COM 930427109 447 7,210 SH   SOLE   7,210 0 0
WAL-MART STORES INC COM 931142103 56,292 570,043 SH   SOLE   570,043 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 23,945 329,731 SH   SOLE   329,731 0 0
WALKER & DUNLOP INC COM 93148P102 390 8,200 SH   SOLE   8,200 0 0
WARRIOR MET COAL INC COM 93627C101 998 39,700 SH   SOLE   39,700 0 0
WASHINGTON FED INC COM 938824109 637 18,600 SH   SOLE   18,600 0 0
WASHINGTON PRIME GROUP INC COM 93964W108 737 103,498 SH   SOLE   103,498 0 0
WASHINGTON REIT COM 939653101 467 15,000 SH   SOLE   15,000 0 0
WASTE MANAGEMENT INC COM 94106L109 8,752 101,418 SH   OTR 1 101,380 0 38
WATERS CORP COM 941848103 8,992 46,545 SH   SOLE   46,545 0 0
WATSCO INC COM 942622200 3,156 18,560 SH   SOLE   18,560 0 0
WAYFAIR INC COM 94419L101 490 6,100 SH   SOLE   6,100 0 0
WEB.COM GROUP INC COM 94733A104 12 530 SH   SOLE   530 0 0
WEBSTER FINANCIAL CORP COM 947890109 814 14,500 SH   SOLE   14,500 0 0
WEIGHT WATCHERS INTL INC COM 948626106 16 360 SH   SOLE   360 0 0
WEINGARTEN REALTY INVESTORS COM 948741103 2,751 83,680 SH   SOLE   83,680 0 0
WELBILT INC COM 949090104 379 16,100 SH   SOLE   16,100 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 5,490 27,300 SH   SOLE   27,300 0 0
WELLS FARGO COMPANY (NEW) COM 949746101 95,103 1,567,584 SH   OTR 1 1,567,122 0 462
WELLTOWER INC COM 95040Q104 3,524 55,260 SH   SOLE   55,260 0 0
WENDYS COMPANY COM 95058W100 2 100 SH   SOLE   100 0 0
WERNER ENTERPRISES INC COM 950755108 271 7,000 SH   SOLE   7,000 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 4 530 SH   SOLE   530 0 0
WESCO INTERNATIONAL INC COM 95082P105 375 5,500 SH   SOLE   5,500 0 0
WEST PHARMACEUTICAL SERVICES I COM 955306105 7,429 75,290 SH   SOLE   75,290 0 0
WESTAMERICA BANCORPORATION COM 957090103 479 8,040 SH   SOLE   8,040 0 0
WESTAR ENERGY INC COM 95709T100 2,756 52,200 SH   SOLE   52,200 0 0
WESTERN ALLIANCE BANCORP COM 957638109 787 13,900 SH   SOLE   13,900 0 0
WESTERN DIGITAL CORP COM 958102105 13,302 167,258 SH   SOLE   167,258 0 0
THE WESTERN UNION COMPANY COM 959802109 2,564 134,861 SH   SOLE   134,861 0 0
WESTLAKE CHEMICAL COM 960413102 426 4,000 SH   SOLE   4,000 0 0
WESTROCK CO COM 96145D105 1,824 28,860 SH   SOLE   28,860 0 0
WEX INC COM 96208T104 3,531 25,000 SH   SOLE   25,000 0 0
WEYCO GROUP INC COM 962149100 11 360 SH   SOLE   360 0 0
WEYERHAEUSER CO COM 962166104 10,882 307,148 SH   SOLE   307,148 0 0
WHIRLPOOL CORP COM 963320106 5,217 30,937 SH   SOLE   30,937 0 0
WHITESTONE REIT COM 966084204 473 32,830 SH   SOLE   32,830 0 0
WHITING PETROLEUM CORP COM 966387409 1,589 60,000 SH   SOLE   60,000 0 0
JOHN WILEY & SONS INC COM 968223206 99 1,500 SH   SOLE   1,500 0 0
WILLIAMS COS INC/THE COM 969457100 9,537 312,799 SH   OTR 1 312,649 0 150
WILLIAMS-SONOMA INC COM 969904101 4,738 91,640 SH   SOLE   91,640 0 0
WINDSTREAM HOLDINGS INC COM 97382A200 4 2,200 SH   SOLE   2,200 0 0
WINNEBAGO INDUSTRIES COM 974637100 940 16,900 SH   SOLE   16,900 0 0
WINTRUST FINANCIAL CORP COM 97650W108 4,242 51,500 SH   SOLE   51,500 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 10 800 SH   SOLE   800 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,938 60,780 SH   SOLE   60,780 0 0
WOODWARD INC COM 980745103 2,683 35,050 SH   SOLE   35,050 0 0
WORKDAY INC COM 98138H101 92 900 SH   SOLE   900 0 0
WORLD ACCEPTANCE CORP COM 981419104 299 3,700 SH   SOLE   3,700 0 0
WORLD FUEL SERVICES CORP COM 981475106 2,468 87,720 SH   SOLE   87,720 0 0
WORTHINGTON INDUSTRIES INC COM 981811102 1,472 33,420 SH   SOLE   33,420 0 0
WPX ENERGY INC COM 98212B103 111 7,900 SH   SOLE   7,900 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,812 24,271 SH   SOLE   24,271 0 0
WYNN RESORTS LTD COM 983134107 4,427 26,261 SH   SOLE   26,261 0 0
XPO LOGISTICS INC COM 983793100 92 1,000 SH   SOLE   1,000 0 0
XCEL ENERGY INC COM 98389B100 4,791 99,590 SH   SOLE   99,590 0 0
XILINX INC COM 983919101 7,180 106,495 SH   SOLE   106,495 0 0
XBIOTECH INC COM 98400H102 63 16,100 SH   SOLE   16,100 0 0
XENIA HOTELS & RESORTS INC COM 984017103 86 3,970 SH   SOLE   3,970 0 0
XENCOR INC COM 98401F105 11 500 SH   SOLE   500 0 0
XEROX CORP COM 984121608 1,368 46,944 SH   SOLE   46,944 0 0
XYLEM INC/NY COM 98419M100 2,904 42,576 SH   SOLE   42,576 0 0
XPERI CORP COM 98421B100 11 450 SH   SOLE   450 0 0
YAMANA GOLD INC COM 98462Y100 0 160 SH   OTR 1 0 0 160
YUM! BRANDS INC COM 988498101 10,415 127,615 SH   SOLE   127,615 0 0
YUM CHINA HOLDINGS INC COM 98850P109 4,778 119,400 SH   SOLE   119,400 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 552 15,000 SH   SOLE   15,000 0 0
ZEBRA TECHNOLOGIES CORP COM 989207105 4,162 40,100 SH   SOLE   40,100 0 0
ZENDESK INC COM 98936J101 26 780 SH   SOLE   780 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 8,335 69,069 SH   OTR 1 69,039 0 30
ZIONS BANCORPORATION COM 989701107 2,867 56,402 SH   SOLE   56,402 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 6 1,490 SH   SOLE   1,490 0 0
ZOETIS INC COM 98978V103 18,259 253,456 SH   SOLE   253,456 0 0
ZOES KITCHEN INC COM 98979J109 254 15,200 SH   SOLE   15,200 0 0
ZUMIEZ INC COM 989817101 381 18,300 SH   SOLE   18,300 0 0
ADIENT PLC COM G0084W101 3,107 39,484 SH   SOLE   39,484 0 0
AIRCASTLE LTD COM G0129K104 835 35,700 SH   SOLE   35,700 0 0
ALKERMES PLC COM G01767105 2,266 41,400 SH   SOLE   41,400 0 0
ALLEGION PLC COM G0176J109 1,327 16,675 SH   SOLE   16,675 0 0
ALLERGAN PLC COM G0177J108 13,675 83,569 SH   OTR 1 83,505 0 64
AMDOCS COM G02602103 3,803 58,080 SH   SOLE   58,080 0 0
AON PLC COM G0408V102 9,801 73,144 SH   SOLE   73,144 0 0
ARCH CAPITAL GROUP LTD COM G0450A105 1,461 16,100 SH   SOLE   16,100 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 37 600 SH   SOLE   600 0 0
ASPEN INSURANCE HOLDING COM G05384105 122 3,000 SH   SOLE   3,000 0 0
ARRIS INTERNATIONAL PLC COM G0551A103 7 250 SH   OTR 1 0 0 250
ASSURED GUARANTY LTD COM G0585R106 42 1,220 SH   OTR 1 1,000 0 220
ATHENE HOLDING LTD COM G0684D107 1,191 23,033 SH   SOLE   23,033 0 0
AXIS CAPITAL HOLDINGS LTD COM G0692U109 710 14,120 SH   SOLE   14,120 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 272 8,400 SH   SOLE   8,400 0 0
ATLANTICA YIELD PLC COM G0751N103 64 3,000 SH   SOLE   3,000 0 0
ACCENTURE PLC CLASS A COM G1151C101 25,562 166,975 SH   SOLE   166,975 0 0
BELMOND LTD COM G1154H107 1,330 108,540 SH   SOLE   108,540 0 0
BROOKFIELD PROPERTY PARTNERS L COM G16249107 2 105 SH   OTR 1 0 0 105
BUNGE LTD COM G16962105 1,364 20,330 SH   SOLE   20,330 0 0
COCA-COLA EUROPEAN PARTNERS PL COM G25839104 140 3,522 SH   SOLE   3,522 0 0
DELPHI TECHNOLOGIES PLC COM G2709G107 383 7,293 SH   SOLE   7,293 0 0
EATON CORP COM G29183103 10,254 129,779 SH   SOLE   129,779 0 0
ENDO INTERNATIONAL PLC COM G30401106 236 30,500 SH   SOLE   30,500 0 0
ENSCO PLC COM G3157S106 510 86,300 SH   SOLE   86,300 0 0
ESSENT GROUP LTD COM G3198U102 87 2,000 SH   SOLE   2,000 0 0
EVEREST RE GROUP LTD COM G3223R108 4,903 22,160 SH   SOLE   22,160 0 0
FRESH DEL MONTE PRODUCE INC COM G36738105 72 1,500 SH   SOLE   1,500 0 0
FRONTLINE LTD/BERMUDA COM G3682E192 150 32,600 SH   SOLE   32,600 0 0
GENPACT LIMITED COM G3922B107 206 6,500 SH   SOLE   6,500 0 0
HELEN OF TROY LTD COM G4388N106 617 6,400 SH   SOLE   6,400 0 0
HERBALIFE LTD COM G4412G101 372 5,500 SH   SOLE   5,500 0 0
IHS MARKIT LTD COM G47567105 510 11,300 SH   SOLE   11,300 0 0
INGERSOLL RAND PLC COM G47791101 3,610 40,480 SH   SOLE   40,480 0 0
INVESCO LTD COM G491BT108 6,892 188,621 SH   SOLE   188,621 0 0
JAMES RIVER GROUP HOLDINGS LTD COM G5005R107 96 2,400 SH   SOLE   2,400 0 0
JAZZ PHARMACEUTICALS PLC COM G50871105 835 6,200 SH   SOLE   6,200 0 0
JOHNSON CONTROLS INTERNATIONAL COM G51502105 7,042 184,776 SH   SOLE   184,776 0 0
KOSMOS ENERGY LTD COM G5315B107 82 12,000 SH   SOLE   12,000 0 0
LAZARD LTD COM G54050102 735 14,000 SH   SOLE   14,000 0 0
MAIDEN HOLDINGS LTD COM G5753U112 290 44,000 SH   SOLE   44,000 0 0
MALLINCKRODT PLC COM G5785G107 217 9,600 SH   SOLE   9,600 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 1,292 60,191 SH   SOLE   60,191 0 0
MEDTRONIC PLC COM G5960L103 38,884 481,536 SH   OTR 1 481,431 0 105
MICHAEL KORS HOLDINGS LTD COM G60754101 422 6,700 SH   SOLE   6,700 0 0
APTIV PLC COM G6095L109 1,857 21,894 SH   SOLE   21,894 0 0
NABORS INDUSTRIES LTD COM G6359F103 108 15,800 SH   SOLE   15,800 0 0
NIELSEN HOLDINGS PLC COM G6518L108 306 8,400 SH   SOLE   8,400 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 25 10,100 SH   SOLE   10,100 0 0
NOVOCURE LTD COM G6674U108 236 11,700 SH   SOLE   11,700 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 565 4,500 SH   SOLE   4,500 0 0
SEAGATE TECHNOLOGY COM G7945M107 1,741 41,608 SH   SOLE   41,608 0 0
PENTAIR PLC COM G7S00T104 4,032 57,094 SH   SOLE   57,094 0 0
SHIP FINANCE INTL LTD COM G81075106 670 43,200 SH   SOLE   43,200 0 0
STERIS PLC COM G84720104 87 1,000 SH   SOLE   1,000 0 0
TECHNIPFMC PLC COM G87110105 75 2,386 SH   SOLE   2,386 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 51 3,500 SH   SOLE   3,500 0 0
TRITON INTERNATIONAL LTD/BERMU COM G9078F107 685 18,300 SH   SOLE   18,300 0 0
VALIDUS HOLDINGS LTD COM G9319H102 120 2,550 SH   SOLE   2,550 0 0
WHITE MOUNTAINS INSURANCE COM G9618E107 1,617 1,900 SH   SOLE   1,900 0 0
WILLIS TOWERS WATSON PLC COM G96629103 47 310 SH   SOLE   310 0 0
PERRIGO CO PLC COM G97822103 1,072 12,300 SH   SOLE   12,300 0 0
XL GROUP LTD COM G98294104 813 23,120 SH   SOLE   23,120 0 0
CHUBB LTD COM H1467J104 21,651 148,164 SH   OTR 1 148,120 0 44
GARMIN LTD COM H2906T109 4,219 70,820 SH   SOLE   70,820 0 0
TE CONNECTIVITY LTD COM H84989104 7,832 82,410 SH   SOLE   82,410 0 0
TRANSOCEAN LTD COM H8817H100 427 40,000 SH   SOLE   40,000 0 0
TRINSEO SA COM L9340P101 29 400 SH   SOLE   400 0 0
STRATASYS LTD COM M85548101 7 330 SH   OTR 1 300 0 30
LYONDELLBASELL INDUSTRIES NV COM N53745100 5,182 46,986 SH   OTR 1 46,925 0 61
MYLAN NV COM N59465109 5,827 137,725 SH   SOLE   137,725 0 0
NXP SEMICONDUCTORS NV COM N6596X109 234 2,000 SH   SOLE   2,000 0 0
ORTHOFIX INTERNATIONAL NV COM N6748L102 230 4,200 SH   SOLE   4,200 0 0
QIAGEN NV COM N72482123 662 21,401 SH   SOLE   21,401 0 0
TRONOX LTD COM Q9235V101 12 600 SH   SOLE   600 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8,509 71,340 SH   SOLE   71,340 0 0
BROADCOM LTD COM Y09827109 26,031 101,328 SH   SOLE   101,328 0 0
COSTAMARE INC COM Y1771G102 370 64,200 SH   SOLE   64,200 0 0
DORIAN LPG LTD COM Y2106R110 1 69 SH   SOLE   69 0 0